adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
totalAssets trailingPE
SPY 3.781762e+11 3.819317
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 365.859985 | 364.518828 | 396.470318 | 428.421808 | 419.420001 | 25.514981 | 368.390039 | 470.449963 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPY | 1.183517 | 365.859985 | 1719938470.507812 | 0.369677 | 0.658465 | 0.422658 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 1596.0716742679447 2394.562465355031 test cv mean error, stdev (10 folds): 1700.9873719195161 2487.2161758737266 sell date: 2022-08-26 expected return: 0.03082891577228148 discounted return: 0.0004401439534897911 quarter return: 1.041314997278352
['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
totalAssets
SPTM 5.538233e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 45.310001 | 44.984943 | 48.919841 | 52.854739 | 51.683968 | 3.088065 | 45.507837 | 57.860099 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPTM | 1.653055 | 45.310001 | 10189559.179688 | 0.388272 | 0.658826 | 0.429487 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 26.39443015011375 42.33060200872382 test cv mean error, stdev (10 folds): 28.190469587449293 43.995278330115454 sell date: 2022-06-24 expected return: 0.0031881697120665488 discounted return: 0.0005306571279062311 quarter return: 1.0500182100110305
symbol: MDYG sector: error sector: error Index: SP400 vol_30d_2yr: 4938966.40625 Sector 1YMF: -69.05999755859375 1YMF: -69.05999755859375 risk trend factor: -5.134573474205833 Empty DataFrame Columns: [] Index: [MDYG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 59.93 | 59.511554 | 65.413016 | 71.314478 | 69.046349 | 4.323319 | 60.399712 | 77.692987 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MDYG | 0.576598 | 59.93 | 4938966.40625 | 0.256027 | 0.494117 | 0.451147 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 85.23639772269706 165.19312907861837 test cv mean error, stdev (10 folds): 92.56630018080855 171.54196196197555 sell date: 2022-08-26 expected return: 0.0825665606849999 discounted return: 0.001150439029544259 quarter return: 1.1115768089611535
symbol: SLY sector: error sector: error Index: SP600 vol_30d_2yr: 1808137.109375 Sector 1YMF: -77.27001953125 1YMF: -77.27001953125 risk trend factor: -5.242200185196592 Empty DataFrame Columns: [] Index: [SLY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 78.089996 | 78.068302 | 85.071269 | 92.074236 | 88.226349 | 4.474948 | 79.276452 | 97.176246 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SLY | 1.23276 | 78.089996 | 1808137.109375 | 0.449524 | 0.532018 | 0.51304 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 128.19891503159258 187.56519244084865 test cv mean error, stdev (10 folds): 137.6529340216852 194.20506890768053 sell date: 2022-08-26 expected return: 0.05553216397554563 discounted return: 0.0007835685771302447 quarter return: 1.0747199121283104
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
totalAssets trailingPE
VDE 1.106882e+10 8.493072
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 102.349998 | 106.909959 | 119.43381 | 131.957661 | 112.539048 | 6.727104 | 99.08484 | 125.993256 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDE | 0.896641 | 102.349998 | 25785341.015625 | 0.70127 | 0.621023 | 0.512979 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 193.7677731049712 221.583932262003 test cv mean error, stdev (10 folds): 212.28907679936142 224.13379569802842 sell date: 2022-09-16 expected return: 0.08375428807508538 discounted return: 0.0008940795155263359 quarter return: 1.0856930794222732
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
totalAssets
VDC 8.239956e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 177.059998 | 176.153403 | 185.845715 | 195.538026 | 194.674128 | 7.920194 | 178.833739 | 210.514517 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 1.413592 | 177.059998 | 3264449.609375 | 0.48903 | 0.752482 | 0.355797 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 191.49793193656535 238.745851082634 test cv mean error, stdev (10 folds): 195.94534280335694 249.96392830264483 sell date: 2022-08-12 expected return: 0.03143809793375523 discounted return: 0.000562959129874141 quarter return: 1.05314156831591
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
totalAssets
VPU 7.854255e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 141.440002 | 142.694749 | 156.469524 | 170.244299 | 158.564286 | 5.736683 | 147.09092 | 170.037651 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VPU | 1.250581 | 141.440002 | 5031661.71875 | 0.451674 | 0.569436 | 0.290073 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 259.9034906540192 631.2667178516772 test cv mean error, stdev (10 folds): 285.0033235881872 656.8252840066117 sell date: 2022-07-01 expected return: 0.027129150570113128 discounted return: 0.0020611734744100385 quarter return: 1.2085639054177761
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
totalAssets
VNQ 7.839537e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.699997 | 86.580768 | 94.91381 | 103.246851 | 101.788572 | 7.189885 | 87.408801 | 116.168343 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VNQ | 1.231534 | 87.699997 | 102932828.515625 | 0.296727 | 0.445676 | 0.39584 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 153.2875079647354 322.629599094974 test cv mean error, stdev (10 folds): 167.13348045205254 335.2462185851425 sell date: 2022-06-24 expected return: 0.0111910288254991 discounted return: 0.0018565333214504154 quarter return: 1.186066906548252
['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
totalAssets
VAW 5.085875e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 162.800003 | 163.360294 | 181.546031 | 199.731768 | 187.277779 | 8.558355 | 170.161068 | 204.394489 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 1.040096 | 162.800003 | 2683599.21875 | 0.553392 | 0.650248 | 0.42433 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 287.23751313112285 405.64150284452705 test cv mean error, stdev (10 folds): 311.01948369562194 418.06474197616075 sell date: 2022-06-24 expected return: 0.004089425305517939 discounted return: 0.0006804124310113568 quarter return: 1.0645760631024417
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
totalAssets trailingPE
VHT 1.866525e+10 4.748669
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 220.210007 | 218.770447 | 234.353333 | 249.93622 | 243.78492 | 11.544258 | 220.696404 | 266.873435 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VHT | 1.223885 | 220.210007 | 5367987.5 | 0.406751 | 0.629182 | 0.332826 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 387.9568238844809 524.4913709408372 test cv mean error, stdev (10 folds): 393.7137244490932 549.759724911708 sell date: 2022-08-26 expected return: 0.026686021891953758 discounted return: 0.00038175633782833174 quarter return: 1.0357386884983228
symbol: VIS sector: error sector: Industrials Index: nan vol_30d_2yr: 3372254.1015625 Sector 1YMF: -141.5800018310547 1YMF: -141.5800018310547 risk trend factor: -4.514668337867341 Empty DataFrame Columns: [] Index: [VIS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 159.809998 | 159.424409 | 172.598254 | 185.772099 | 181.362857 | 9.892736 | 161.577386 | 201.148329 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIS | 0.869685 | 159.809998 | 3372254.101562 | 0.42518 | 0.484643 | 0.470479 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 486.58909178923807 806.4213628968904 test cv mean error, stdev (10 folds): 522.7693321375955 837.2262819272948 sell date: 2022-08-26 expected return: 0.07072829370193244 discounted return: 0.0009909118646891368 quarter return: 1.0953990802028737
['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
totalAssets
VFH 1.046217e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 75.849998 | 74.907534 | 82.472858 | 90.038182 | 86.832222 | 5.55532 | 75.721582 | 97.942862 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VFH | 1.270717 | 75.849998 | 16520124.609375 | 0.43829 | 0.480904 | 0.491635 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 103.91259097266037 124.62466110347374 test cv mean error, stdev (10 folds): 110.84484082160967 128.66951616118322 sell date: 2022-08-26 expected return: 0.03734246958725943 discounted return: 0.000531476329203473 quarter return: 1.0500973072034847
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
totalAssets
VCR 6.015592e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 225.869995 | 218.39857 | 242.946031 | 267.493493 | 271.133333 | 28.125894 | 214.881544 | 327.385121 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VCR | 1.292819 | 225.869995 | 2596418.164062 | 0.205768 | 0.641228 | 0.473825 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 1227.2625867433308 1850.6109950855653 test cv mean error, stdev (10 folds): 1337.1748449148467 1906.3986106358361 sell date: 2022-08-05 expected return: 0.022549355093616153 discounted return: 0.00046466785822185663 quarter return: 1.0436659989392758
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
totalAssets
VGT 5.138536e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 319.809998 | 313.391914 | 345.179842 | 376.96777 | 371.755716 | 29.840347 | 312.075022 | 431.43641 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 1.152846 | 319.809998 | 14308852.539062 | 0.262275 | 0.685573 | 0.43018 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 1350.1937524747425 1233.3593118738447 test cv mean error, stdev (10 folds): 1427.6803934086076 1267.7723568829572 sell date: 2022-08-26 expected return: 0.029917728102310377 discounted return: 0.00042732205030437953 quarter return: 1.0400879025143952
['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
Empty DataFrame
Columns: []
Index: [VOX]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 92.860001 | 91.464788 | 99.415079 | 107.365371 | 107.439841 | 9.28909 | 88.861661 | 126.018022 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VOX | 1.840996 | 92.860001 | 4644931.835938 | 0.059723 | 0.708136 | 0.512969 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 132.73275261524898 122.26498789018537 test cv mean error, stdev (10 folds): 142.3400341352579 124.21071407836422 sell date: 2022-08-26 expected return: 0.03913797468058946 discounted return: 0.0005565533538955947 quarter return: 1.0525214487932193
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
beta currentRatio debtToEquity dividendRate dividendYield \
ACC 1.00147 2.184 122.276 1.88 0.029
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
ACC 1.498 466354240 0.47421 98.81539 0.5349
grossProfits heldPercentInstitutions industry marketCap \
ACC 498042000 0.97986 REIT—Residential 8938053632
operatingMargins payoutRatio pegRatio priceToBook \
ACC 0.19318 4.7 1.96 2.993987
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
ACC 9.088625 0.06005 1.888 0.01582
returnOnEquity revenueGrowth revenuePerShare sector \
ACC 0.01872 0.176 7.081 Real Estate
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
ACC 139156992 0.86 87656000 0.63 4008523008
totalRevenue trailingPE
ACC 983433024 513.84
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 64.230003 | 64.240713 | 64.712222 | 65.183731 | 62.082857 | 3.916774 | 54.249309 | 69.916406 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 2.134689 | 64.230003 | 27009982.03125 | 0.97101 | 0.978004 | 0.420279 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -76.09000396728516 Sector Volume Factor: 1.2315342134094496 Sector Risk Trend Factor: -3.053370235265123 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 60.642639735705025 138.48010206763325 test cv mean error, stdev (10 folds): 66.26512803918772 144.03706611000356 sell date: 2022-09-02 expected return: 0.03505054443547022 discounted return: 0.0004533956570731412 quarter return: 1.0425847300311661
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 4.693018e+09 4.694242e+09 4.538210e+09
Total Liab 4.218002e+09 4.273301e+09 4.501487e+09
Total Stockholder Equity 3.093994e+09 3.117378e+09 2.982993e+09
Minority Interest 1.842520e+08 1.839070e+08 6.423900e+07
Deferred Long Term Liab 7.300000e+06 3.450000e+07 2.750000e+07
Total Assets 7.496248e+09 7.574586e+09 7.548719e+09
Common Stock 1.393000e+06 1.391000e+06 1.390000e+06
Other Current Assets 1.698800e+07 1.432600e+07 2.016300e+07
Other Liab 1.522020e+08 1.697290e+08 1.850330e+08
Treasury Stock -1.600417e+09 -1.578255e+09 -1.556607e+09
Other Assets 2.143290e+08 1.773490e+08 2.318220e+08
Cash 8.765600e+07 1.203510e+08 4.207300e+07
Total Current Liabilities 5.727700e+07 1.168230e+08 9.838000e+07
Other Stockholder Equity -1.596530e+09 -1.574312e+09 -1.551896e+09
Property Plant Equipment 7.156799e+09 7.198609e+09 7.232212e+09
Total Current Assets 1.251200e+08 1.678280e+08 8.468500e+07
Net Tangible Assets 3.093994e+09 3.086578e+09 2.982993e+09
Net Receivables 2.047600e+07 3.268700e+07 2.218800e+07
Long Term Debt 3.509626e+09 3.513684e+09 3.723677e+09
Accounts Payable 5.727700e+07 9.306700e+07 9.838000e+07
Intangible Assets NaN 3.080000e+07 NaN
2021-06-30
Capital Surplus 4.515450e+09
Total Liab 4.437234e+09
Total Stockholder Equity 3.035925e+09
Minority Interest 6.528200e+07
Deferred Long Term Liab 2.460000e+07
Total Assets 7.538441e+09
Common Stock 1.386000e+06
Other Current Assets 2.747600e+07
Other Liab 1.373950e+08
Treasury Stock -1.480911e+09
Other Assets 2.333970e+08
Cash 3.028300e+07
Total Current Liabilities 6.970500e+07
Other Stockholder Equity -1.476181e+09
Property Plant Equipment 7.237327e+09
Total Current Assets 6.771700e+07
Net Tangible Assets 3.035925e+09
Net Receivables 9.775000e+06
Long Term Debt 3.734507e+09
Accounts Payable 6.970500e+07
Intangible Assets NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 39183000.0 40712000.0
Change To Liabilities 0.0 -5928000.0
Total Cashflows From Investing Activities NaN -39104000.0
Net Borrowings NaN -203737000.0
Total Cash From Financing Activities NaN -2685000.0
Change To Operating Activities NaN -4668000.0
Issuance Of Stock NaN 1000.0
Change In Cash NaN 72441000.0
Total Cash From Operating Activities NaN 114230000.0
Depreciation NaN 69294000.0
Other Cashflows From Investing Activities NaN -436000.0
Dividends Paid NaN -65817000.0
Change To Account Receivables NaN 8001000.0
Other Cashflows From Financing Activities NaN 266868000.0
Change To Netincome NaN 5202000.0
Repurchase Of Stock NaN NaN
2021-09-30 2021-06-30
Net Income -11439000.0 -9402000.0
Change To Liabilities 28335000.0 11132000.0
Total Cashflows From Investing Activities -57467000.0 -76294000.0
Net Borrowings -10415000.0 53424000.0
Total Cash From Financing Activities -57209000.0 17226000.0
Change To Operating Activities 40390000.0 -29447000.0
Issuance Of Stock 21198000.0 38476000.0
Change In Cash 4477000.0 -7470000.0
Total Cash From Operating Activities 119153000.0 51598000.0
Depreciation 69445000.0 68741000.0
Other Cashflows From Investing Activities 2944000.0 -961000.0
Dividends Paid -65948000.0 -65379000.0
Change To Account Receivables -12413000.0 3867000.0
Other Cashflows From Financing Activities -523000.0 -9295000.0
Change To Netincome 3365000.0 5289000.0
Repurchase Of Stock -1521000.0 -1521000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 208521000 -9402000
3Q2021 228877000 -11439000
4Q2021 272289000 40712000
1Q2022 273746000 39183000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 43060000.0 42051000.0 -13019000.0
Minority Interest 184252000.0 183907000.0 64239000.0
Net Income 39183000.0 40712000.0 -11439000.0
Selling General Administrative 9098000.0 25234000.0 10309000.0
Gross Profit 154845000.0 177993000.0 94800000.0
Ebit 75195000.0 80965000.0 15046000.0
Operating Income 75195000.0 80965000.0 15046000.0
Other Operating Expenses NaN 2500000.0 2500000.0
Interest Expense -31675000.0 -31922000.0 -30741000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 340000.0 340000.0 340000.0
Total Revenue 273746000.0 272289000.0 228877000.0
Total Operating Expenses 198551000.0 191324000.0 213831000.0
Cost Of Revenue 118901000.0 94296000.0 134077000.0
Total Other Income Expense Net -32135000.0 -38914000.0 -28065000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42720000.0 41711000.0 -13359000.0
Net Income Applicable To Common Shares 39183000.0 40299000.0 -12006000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -10712000.0
Minority Interest 65282000.0
Net Income -9402000.0
Selling General Administrative 12093000.0
Gross Profit 99534000.0
Ebit 18700000.0
Operating Income 18700000.0
Other Operating Expenses 2500000.0
Interest Expense -30658000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 341000.0
Total Revenue 208521000.0
Total Operating Expenses 189821000.0
Cost Of Revenue 108987000.0
Total Other Income Expense Net -29412000.0
Discontinued Operations None
Net Income From Continuing Ops -11053000.0
Net Income Applicable To Common Shares -9973000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Specialized-Real Estate Index Fund 6638008 2022-01-30 0.0476
1 Vanguard Total Stock Market Index Fund 3960227 2021-12-30 0.0284
2 iShares Core S&P Midcap ETF 3862557 2022-01-30 0.0277
3 Vanguard Small-Cap Index Fund 3503603 2021-12-30 0.0251
4 Allspring Special Mid Cap Value Fund 3211005 2022-02-27 0.0230
5 Vanguard Small-Cap Growth Index Fund 2184685 2021-12-30 0.0157
6 Vanguard Extended Market Index Fund 1858080 2021-12-30 0.0133
7 JP Morgan Small Cap Equity Fund 1574099 2021-12-30 0.0113
8 SPDR S&P Mid Cap 400 ETF Trust 1194316 2022-01-30 0.0086
9 Price (T.Rowe) Small Cap Stock Fund 1085917 2021-12-30 0.0078
Value
0 346902298
1 226881404
2 201857228
3 200721415
4 172784179
5 125160603
6 106449403
7 90180131
8 62414954
9 62212184 ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 35.939999 | 35.942037 | 36.098889 | 36.25574 | 35.883651 | 0.243988 | 35.395675 | 36.371626 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTOR | 1.664475 | 35.939999 | 15456103.320312 | 0.980154 | 0.319063 | 0.43585 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 25.6577956661307 21.94288210655703 test cv mean error, stdev (10 folds): 25.48458221566256 23.006729134494705 sell date: 2022-07-22 expected return: 0.007027295240149348 discounted return: 0.0002059835314216496 quarter return: 1.0191291961681108
['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.130001 | 31.878985 | 32.19127 | 32.503555 | 31.861111 | 0.826432 | 30.208246 | 33.513976 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 1.643789 | 32.130001 | 10900973.046875 | 0.966327 | 0.518794 | 0.448871 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 18.832273159328107 14.82782242206309 test cv mean error, stdev (10 folds): 19.95898731265599 15.095907291112304 sell date: 2022-08-12 expected return: 0.1079495624980691 discounted return: 0.0018655755899170678 quarter return: 1.1870521583499438
['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.860001 | 81.144325 | 89.856826 | 98.569327 | 85.566191 | 4.220089 | 77.126013 | 94.006368 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| BANF | 1.135864 | 94.860001 | 2480755.664062 | 0.965783 | 0.955166 | 0.536352 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 111.50551170140808 87.12429032631042 test cv mean error, stdev (10 folds): 118.63569927616723 88.26365129697162 sell date: 2022-07-15 expected return: 0.03529283754210271 discounted return: 0.0012854299586051443 quarter return: 1.1254507409938612
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
beta currentRatio debtToEquity earningsGrowth ebitda \
Y 0.663839 1.597 31.5 -0.433 1620000000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
Y 0.13423 9.936376 90016496 0.44211 5101669000
heldPercentInstitutions industry marketCap \
Y 0.86723 Insurance—Property & Casualty 11220848640
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
Y 1928840960 0.11935 0 0.15 1.305451
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
Y 0.929715 0.0771 1.004 0.02938
returnOnEquity revenueGrowth revenuePerShare sector \
Y 0.11868 0.025 878.577 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
Y 13454900 2.32 2298860032 170.857 2822777088
totalRevenue trailingPE
Y 12069126144 12.311554
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 830.5 | 830.573879 | 833.250157 | 835.926435 | 838.613332 | 7.460501 | 823.69233 | 853.534333 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| Y | 1.56538 | 830.5 | 1623886.71875 | 0.919536 | 0.382688 | 0.459685 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 7631.678194921006 8525.17992894668 test cv mean error, stdev (10 folds): 8115.112660936892 8822.79373150435 sell date: 2022-09-23 expected return: 0.048191485489301494 discounted return: 0.0004853371644830684 quarter return: 1.0456515534388278
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 11.77
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 30.32
peerGroup Insurance
smallArms False
environmentScore 1.23
governancePercentile None
militaryContract False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
beta currentRatio debtToEquity dividendRate dividendYield \
SAFM 0.640199 5.529 0.877 1.76 0.0084
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SAFM 2.316 1342139008 0.23866 6.811968 669912512
grossMargins grossProfits heldPercentInstitutions industry \
SAFM 0.25714 907758000 0.8102 Packaged Foods
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
SAFM 4649520640 954787008 0.20787 0.0455 -0.48
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
SAFM 1.97168 0.826786 0.15341 3.785
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
SAFM 0.30256 0.44602 0.358 255.051
sector sharesOutstanding shortRatio totalCash \
SAFM Consumer Defensive 22320200 4.01 829123968
totalCashPerShare totalDebt totalRevenue trailingPE
SAFM 37.147 20690000 5623608832 5.38993
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 208.309998 | 186.953267 | 199.289207 | 211.625148 | 191.30127 | 7.50937 | 176.282531 | 206.320009 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SAFM | 1.334104 | 208.309998 | 5061001.171875 | 0.98121 | 0.675913 | 0.476629 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 435.2291373950711 593.8337514572537 test cv mean error, stdev (10 folds): 459.8900889755355 617.4241844443804 sell date: 2022-07-29 expected return: 0.061345639828649975 discounted return: 0.001453190824913575 quarter return: 1.1429315637377364
['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 34.200001 | 33.571564 | 34.29746 | 35.023356 | 34.252857 | 0.376732 | 33.499393 | 35.006321 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SJI | 0.791297 | 34.200001 | 26850614.0625 | 0.934426 | 0.172286 | 0.415691 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 8.124430864976208 7.859130323649861 test cv mean error, stdev (10 folds): 8.673775444676817 8.038839881457797 sell date: 2022-09-23 expected return: 0.07074744632653288 discounted return: 0.0007049592182830633 quarter return: 1.0669812487020625
['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
beta currentRatio debtToEquity earningsGrowth ebitda \
LNTH 0.750453 1.828 36.846 3.692 108329000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
LNTH 0.20002 18.234236 77142872 0.50913 187695000
heldPercentInstitutions industry marketCap \
LNTH 1.01237 Diagnostics & Research 4167462400
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
LNTH 54362000 0.11518 0 0.55 8.071249
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LNTH 7.695022 -0.06892 1.563 0.04389
returnOnEquity revenueGrowth revenuePerShare sector \
LNTH -0.07151 1.258 7.998 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LNTH 68634096 1.86 105355000 1.535 190072992
totalRevenue
LNTH 541579008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 60.720001 | 58.693247 | 66.262412 | 73.831578 | 61.742857 | 5.236883 | 51.269091 | 72.216623 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 1.823238 | 60.720001 | 14149384.179688 | 0.79355 | 0.965336 | 0.533209 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 44.121354337395516 56.91591689801364 test cv mean error, stdev (10 folds): 42.361418181092105 59.40785114689257 sell date: 2022-09-16 expected return: 0.1800496321347453 discounted return: 0.001841209601158189 quarter return: 1.1843990699903681
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 340204000.0 348510000.0 356883000.0
Capital Surplus 691516000.0 685472000.0 680819000.0
Total Liab 417316000.0 399345000.0 348472000.0
Total Stockholder Equity 515850000.0 464439000.0 499344000.0
Other Current Liab 89178000.0 NaN NaN
Total Assets 933166000.0 863784000.0 847816000.0
Common Stock 686000.0 677000.0 677000.0
Other Current Assets 12860000.0 2705000.0 12043000.0
Retained Earnings -178263000.0 -221225000.0 -181010000.0
Other Liab 64083000.0 129181000.0 88437000.0
Good Will 61189000.0 61189000.0 61189000.0
Treasury Stock 1911000.0 -485000.0 -1142000.0
Other Assets 78005000.0 92734000.0 103495000.0
Cash 105355000.0 98508000.0 91475000.0
Total Current Liabilities 177657000.0 90497000.0 76903000.0
Deferred Long Term Asset Charges 47868000.0 62764000.0 66493000.0
Short Long Term Debt 12500000.0 11607000.0 10766000.0
Other Stockholder Equity 1911000.0 -485000.0 -1142000.0
Property Plant Equipment 125634000.0 125560000.0 124728000.0
Total Current Assets 324747000.0 235791000.0 201521000.0
Long Term Investments 3387000.0 NaN NaN
Net Tangible Assets 114457000.0 54740000.0 81272000.0
Net Receivables 172283000.0 89336000.0 64054000.0
Long Term Debt 159165000.0 162729000.0 166479000.0
Inventory 34249000.0 35129000.0 33949000.0
Accounts Payable 22383000.0 20787000.0 20508000.0
2021-06-30
Intangible Assets 365259000.0
Capital Surplus 676059000.0
Total Liab 349662000.0
Total Stockholder Equity 508140000.0
Other Current Liab NaN
Total Assets 857802000.0
Common Stock 676000.0
Other Current Assets 8102000.0
Retained Earnings -167595000.0
Other Liab 106587000.0
Good Will 61189000.0
Treasury Stock -1000000.0
Other Assets 126648000.0
Cash 91500000.0
Total Current Liabilities 73826000.0
Deferred Long Term Asset Charges 64777000.0
Short Long Term Debt 11269000.0
Other Stockholder Equity -1000000.0
Property Plant Equipment 118493000.0
Total Current Assets 186213000.0
Long Term Investments NaN
Net Tangible Assets 81692000.0
Net Receivables 54892000.0
Long Term Debt 168514000.0
Inventory 31719000.0
Accounts Payable 21471000.0 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 2021-09-30 \
Change To Liabilities 1506000.0 649000.0 -1112000.0
Total Cashflows From Investing Activities -1390000.0 -4544000.0 -2420000.0
Net Borrowings -2609000.0 -2591000.0 -2620000.0
Total Cash From Financing Activities -2179000.0 -2100000.0 -1726000.0
Change To Operating Activities -1674000.0 10133000.0 3754000.0
Issuance Of Stock 5934000.0 678000.0 961000.0
Net Income 42962000.0 -40215000.0 -13415000.0
Change In Cash 6846000.0 7034000.0 -25000.0
Repurchase Of Stock -5504000.0 -187000.0 -67000.0
Effect Of Exchange Rate 151000.0 -211000.0 -219000.0
Total Cash From Operating Activities 10264000.0 13889000.0 4340000.0
Depreciation 11786000.0 12200000.0 12339000.0
Change To Inventory -1634000.0 -2924000.0 -2513000.0
Change To Account Receivables -85155000.0 -25381000.0 -9272000.0
Change To Netincome 42227000.0 59181000.0 14314000.0
Capital Expenditures -3190000.0 -4544000.0 -2420000.0
2021-06-30
Change To Liabilities 1778000.0
Total Cashflows From Investing Activities -2656000.0
Net Borrowings -2565000.0
Total Cash From Financing Activities -715000.0
Change To Operating Activities 9341000.0
Issuance Of Stock 2043000.0
Net Income -26657000.0
Change In Cash 22639000.0
Repurchase Of Stock -193000.0
Effect Of Exchange Rate 141000.0
Total Cash From Operating Activities 25869000.0
Depreciation 9626000.0
Change To Inventory -2001000.0
Change To Account Receivables 3897000.0
Change To Netincome 29700000.0
Capital Expenditures -2656000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 101064000 -26657000
3Q2021 102073000 -13415000
4Q2021 129562000 -40215000
1Q2022 208880000 42962000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development 12203000.0 11293000.0 11252000.0
Effect Of Accounting Charges None None None
Income Before Tax 57901000.0 -41007000.0 -19837000.0
Minority Interest None None None
Net Income 42962000.0 -40215000.0 -13415000.0
Selling General Administrative 57942000.0 42593000.0 36205000.0
Gross Profit 129070000.0 57908000.0 42669000.0
Ebit 58925000.0 4022000.0 -4788000.0
Operating Income 58925000.0 4022000.0 -4788000.0
Other Operating Expenses None None None
Interest Expense -1509000.0 -1528000.0 -1569000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 14939000.0 -792000.0 -6422000.0
Total Revenue 208880000.0 129562000.0 102073000.0
Total Operating Expenses 149955000.0 125540000.0 106861000.0
Cost Of Revenue 79810000.0 71654000.0 59404000.0
Total Other Income Expense Net -1024000.0 -45029000.0 -15049000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42962000.0 -40215000.0 -13415000.0
Net Income Applicable To Common Shares 42962000.0 -40215000.0 -13415000.0
2021-06-30
Research Development 12061000.0
Effect Of Accounting Charges None
Income Before Tax -28536000.0
Minority Interest None
Net Income -26657000.0
Selling General Administrative 60808000.0
Gross Profit 46088000.0
Ebit -26781000.0
Operating Income -26781000.0
Other Operating Expenses None
Interest Expense -1937000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -1879000.0
Total Revenue 101064000.0
Total Operating Expenses 127845000.0
Cost Of Revenue 54976000.0
Total Other Income Expense Net -1755000.0
Discontinued Operations None
Net Income From Continuing Ops -26657000.0
Net Income Applicable To Common Shares -26657000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 4760862 2022-01-30
1 Vanguard Total Stock Market Index Fund 1818068 2021-12-30
2 iShares Russell 2000 ETF 1546604 2022-01-30
3 Artisan International Small-Mid Fund 1430335 2021-12-30
4 Thrivent Small Cap Stock Fund 983011 2022-01-30
5 Vanguard Extended Market Index Fund 869393 2021-12-30
6 John Hancock Small Cap Core Fd 846280 2022-01-30
7 Blair (William) Mutual Funds,Inc-Small Cap Val... 724920 2022-02-27
8 Price (T.Rowe) Small-Cap Value Fund 720839 2021-12-30
9 Price (T.Rowe) Health Sciences Fund 720458 2021-12-30
% Out Value
0 0.0694 120973503
1 0.0265 52523984
2 0.0225 39299207
3 0.0208 41322378
4 0.0143 24978309
5 0.0127 25116763
6 0.0123 21503974
7 0.0106 34665674
8 0.0105 20825038
9 0.0105 20814031 ]
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 259.380005 | 254.172765 | 260.19492 | 266.217074 | 267.576983 | 6.298768 | 254.979447 | 280.17452 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROG | 0.980653 | 259.380005 | 3248345.898438 | 0.91539 | 0.71811 | 0.478768 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 1011.9720205308873 1503.6247098356337 test cv mean error, stdev (10 folds): 1106.8166911249887 1545.323948041598 sell date: 2022-09-09 expected return: 0.14190933655058566 discounted return: 0.001600094667310037 quarter return: 1.1584594486327053
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
beta currentRatio debtToEquity earningsGrowth ebitda \
TWI 2.412885 1.853 219.119 0.682 163579008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
TWI 0.08464 8.09589 -24455124 0.13457 227051000
heldPercentInstitutions industry marketCap \
TWI 0.77816 Farm & Heavy Construction Machinery 1110906752
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
TWI 8171000 0.06043 0 0.38 4.470499
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
TWI 0.574797 0.03101 0.829 0.06237
returnOnEquity revenueGrowth revenuePerShare sector \
TWI 0.28169 0.378 30.825 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
TWI 62656900 2.29 98144000 1.566 538417984
totalRevenue trailingPE
TWI 1932694016 18.801697
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 17.52 | 16.247353 | 18.072381 | 19.897408 | 15.954921 | 1.924943 | 12.105034 | 19.804807 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TWI | 1.389288 | 17.52 | 10530212.5 | 0.876816 | 0.791457 | 0.500704 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 4.439775802839138 6.248313481812491 test cv mean error, stdev (10 folds): 4.8683349916931045 6.397286243638341 sell date: 2022-09-23 expected return: 0.07393593644399346 discounted return: 0.0007356348262002044 quarter return: 1.0699945156676762
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
PBF 2.259981 1.254 197.914 690400000 0.02194 11.930909
freeCashflow grossMargins grossProfits heldPercentInstitutions \
PBF 284750016 0.0362 671100000 0.80139
industry marketCap operatingCashflow \
PBF Oil & Gas Refining & Marketing 3964366848 803299968
operatingMargins payoutRatio pegRatio priceToBook \
PBF 0.0135 0 -0.18 2.070946
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PBF 0.125972 0.00798 0.629 0.02192
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PBF 0.14223 0.856 261.505 Energy 120828000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PBF 2.81 1434599936 11.873 4999499776 31470299136
trailingPE
PBF 15.904024
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.98 | 27.175062 | 35.668889 | 44.162716 | 29.964286 | 5.34115 | 19.281986 | 40.646585 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 0.835417 | 32.98 | 92668774.023438 | 0.721917 | 0.581704 | 0.554972 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 32.038762875971365 24.823205544629364 test cv mean error, stdev (10 folds): 30.715007940527464 25.66193856379463 sell date: 2022-06-24 expected return: -0.0020116142087656815 discounted return: -0.00033555039405674947 quarter return: 0.9695959731896322
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
beta currentRatio debtToEquity earningsGrowth ebitda \
GO -0.204778 1.904 144.187 -0.368 158646000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
GO 0.05023 34.782608 -14480875 0.30639 948786000
heldPercentInstitutions industry marketCap operatingCashflow \
GO 1.0557 Grocery Stores 3854695936 175503008
operatingMargins payoutRatio pegRatio priceToBook \
GO 0.02681 0 3.5 3.760813
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
GO 1.220403 0.01741 0.611 0.02033
returnOnEquity revenueGrowth revenuePerShare sector \
GO 0.05577 0.105 32.914 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
GO 96367400 6.55 137996000 1.432 1476578944
totalRevenue trailingPE
GO 3158543104 71.42857
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 40.150002 | 35.915072 | 38.024936 | 40.134801 | 35.226667 | 2.439389 | 30.347888 | 40.105445 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GO | 1.191531 | 40.150002 | 21744971.289062 | 0.687007 | 0.173605 | 0.403873 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 23.788531206490646 17.28678832661115 test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287 sell date: 2022-07-22 expected return: 0.12731751345756498 discounted return: 0.0035309523740507665 quarter return: 1.383028215501882
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
beta currentRatio debtToEquity dividendRate dividendYield \
HRB 0.695099 1.103 5314.905 1.08 0.0327
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
HRB -0.008 806428032 0.30238 8.967391 0.472
grossProfits heldPercentInstitutions industry marketCap \
HRB 1400058000 0.93136 Personal Services 5266601984
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
HRB 80728000 0.25066 0.3344 0.99 117.43773
priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth \
HRB 1.97476 0.16063 0.971 0.039
revenuePerShare sector sharesOutstanding shortRatio \
HRB 15.645 Consumer Cyclical 159594000 3.1
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
HRB 1041740032 6.527 2384054016 2666958080 13.502455
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 33.0 | 32.411108 | 34.624444 | 36.837781 | 29.692222 | 4.042801 | 21.60662 | 37.777824 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HRB | 0.963511 | 33.0 | 54249330.46875 | 0.83894 | 0.727369 | 0.435637 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 6.864337358781724 6.361525229667524 test cv mean error, stdev (10 folds): 7.292313812783581 6.519289102108811 sell date: 2022-09-23 expected return: 0.009337346986027248 discounted return: 9.581926498625215e-05 quarter return: 1.0088539161473173
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
currentRatio debtToEquity earningsGrowth ebitda ebitdaMargins \
AZPN 1.176 40.561 0.231 27337000 0.08523
forwardPE grossMargins grossProfits heldPercentInstitutions \
AZPN 34.490196 0.46746 137630000 1.03086
industry marketCap operatingCashflow operatingMargins \
AZPN Software—Application 12029022208 45755000 -0.08421
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
AZPN 0 4.59 16.632854 37.503967
profitMargins quickRatio revenueGrowth revenuePerShare sector \
AZPN -0.07406 1.116 0.154 4.811 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
AZPN 62168700 2.78 285216992 4.282 314292000
totalRevenue
AZPN 320740000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 189.199997 | 179.517829 | 194.02619 | 208.534551 | 172.712063 | 17.04983 | 138.612402 | 206.811723 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| AZPN | 0.677612 | 189.199997 | 9413646.875 | 0.817172 | 0.799656 | 0.381343 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 489.4540936599291 509.7460759152572 test cv mean error, stdev (10 folds): 536.2814275352382 511.57056536040994 sell date: 2022-08-05 expected return: 0.2661300003111649 discounted return: 0.00492804063567176 quarter return: 1.571870416378217
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
CEIX 2.034072 0.842 95.981 241890000 0.16404 2.585434
freeCashflow grossMargins grossProfits heldPercentInstitutions \
CEIX 252373632 0.3951 422536000 0.82577
industry marketCap operatingCashflow operatingMargins payoutRatio \
CEIX Thermal Coal 1606689280 375780000 0.01441 0
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CEIX 2.403771 1.089613 0.00221 0.658
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CEIX 0.00507 0.0052 0.616 42.718 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CEIX 34814500 2.05 222906000 6.403 641545984
totalRevenue trailingPE
CEIX 1474550016 512.7778
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 46.150002 | 47.268535 | 52.341873 | 57.415211 | 46.69127 | 6.413974 | 33.863321 | 59.519218 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CEIX | 1.548727 | 46.150002 | 10292389.84375 | 0.762563 | 0.855686 | 0.521917 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 36.226316557030934 60.30280617250171 test cv mean error, stdev (10 folds): 36.226316729288946 60.302806152572394 sell date: 2022-09-16 expected return: 0.7036936565173771 discounted return: 0.005937542553579478 quarter return: 1.7239852264024262
['options', ('2022-08-19',)]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
Empty DataFrame
Columns: []
Index: [PSB]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 185.919998 | 185.696223 | 186.664367 | 187.632511 | 178.031091 | 10.476157 | 157.078776 | 198.983405 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PSB | 2.540601 | 185.919998 | 2723370.898438 | 0.951471 | 0.840486 | 0.47672 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 369.7291505378658 494.7604441540329 test cv mean error, stdev (10 folds): 405.8531642165337 504.88840653275463 sell date: 2022-08-05 expected return: 0.023281227640003843 discounted return: 0.0004795806707851291 quarter return: 1.0450981925897287
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
beta currentRatio dividendRate dividendYield ebitda \
MCK 0.716666 0.98 1.88 0.0058 3516999936
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MCK 0.01368 13.643667 2778374912 0.0503 11967000000
heldPercentInstitutions industry marketCap \
MCK 0.898 Medical Distribution 45891629056
operatingCashflow operatingMargins payoutRatio pegRatio \
MCK 4917000192 0.0105 0.2521 1.05
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MCK 0.178562 0.00549 0.445 0.02686
returnOnEquity revenueGrowth revenuePerShare sector \
MCK 14.01754 0.096 1655.966 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MCK 152682000 2.69 2753999872 18.385 8098999808
totalRevenue
MCK 257005993984
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 300.570007 | 299.443248 | 318.421081 | 337.398913 | 317.445859 | 10.066372 | 297.313115 | 337.578604 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 1.048139 | 300.570007 | 22868822.070312 | 0.803327 | 0.997242 | 0.461301 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 416.2961240320314 356.83690933620187 test cv mean error, stdev (10 folds): 436.74552730928997 368.0569226795546 sell date: 2022-09-16 expected return: 0.046541129061126806 discounted return: 0.0005055784691911924 quarter return: 1.0475996138910328
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.130000e+09 2.385000e+09 2.797000e+09
Capital Surplus 7.411000e+09 7.311000e+09 7.057000e+09
Total Liab 6.449500e+10 6.368800e+10 6.293200e+10
Total Stockholder Equity -1.274000e+09 -5.710000e+08 -5.290000e+08
Minority Interest 4.870000e+08 4.840000e+08 4.910000e+08
Other Current Liab 5.975000e+09 3.504000e+09 6.850000e+08
Total Assets 6.370800e+10 6.360100e+10 6.289400e+10
Common Stock 2.000000e+06 2.000000e+06 2.000000e+06
Other Current Assets 5.940000e+09 3.470000e+09 1.230000e+08
Retained Earnings 8.734000e+09 8.812000e+09 8.618000e+09
Other Liab 1.007600e+10 9.988000e+09 1.065700e+10
Good Will 9.462000e+09 9.473000e+09 9.520000e+09
Treasury Stock -1.742100e+10 -1.669600e+10 -1.620600e+10
Other Assets 1.971000e+09 2.173000e+09 2.607000e+09
Cash 2.754000e+09 2.151000e+09 2.423000e+09
Total Current Liabilities 4.745200e+10 4.607500e+10 4.383500e+10
Short Long Term Debt 4.660000e+08 7.500000e+07 8.070000e+08
Other Stockholder Equity -1.655000e+09 -1.665000e+09 -1.627000e+09
Property Plant Equipment 3.645000e+09 3.990000e+09 4.620000e+09
Total Current Assets 4.649800e+10 4.558000e+10 4.335000e+10
Long Term Investments 2.000000e+06 NaN NaN
Net Tangible Assets -1.286600e+10 -1.242900e+10 -1.284600e+10
Net Receivables 1.835500e+10 2.014000e+10 2.019800e+10
Long Term Debt 5.323000e+09 5.769000e+09 6.282000e+09
Inventory 1.902400e+10 1.934200e+10 2.001600e+10
Accounts Payable 3.718300e+10 3.892200e+10 3.838900e+10
2021-03-31
Intangible Assets 3.391000e+09
Capital Surplus 6.925000e+09
Total Liab 6.356900e+10
Total Stockholder Equity -2.100000e+07
Minority Interest 1.467000e+09
Other Current Liab 1.670000e+08
Total Assets 6.501500e+10
Common Stock 2.000000e+06
Other Current Assets 1.340000e+08
Retained Earnings 8.202000e+09
Other Liab 1.110100e+10
Good Will 9.493000e+09
Treasury Stock -1.515000e+10
Other Assets 1.799000e+09
Cash 6.278000e+09
Total Current Liabilities 4.410300e+10
Short Long Term Debt 7.740000e+08
Other Stockholder Equity -1.480000e+09
Property Plant Equipment 4.681000e+09
Total Current Assets 4.538200e+10
Long Term Investments 2.690000e+08
Net Tangible Assets -1.290500e+10
Net Receivables 1.918100e+10
Long Term Debt 6.292000e+09
Inventory 1.924600e+10
Accounts Payable 3.897500e+10 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 1.810000e+08 2.040000e+09
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07
Net Borrowings 3.620000e+08 -1.136000e+09
Total Cash From Financing Activities -4.380000e+08 -1.743000e+09
Change To Operating Activities 3.300000e+07 1.300000e+08
Issuance Of Stock 6.300000e+07 4.000000e+07
Net Income -7.000000e+06 2.670000e+08
Change In Cash 6.260000e+08 -2.000000e+06
Repurchase Of Stock -7.140000e+08 -2.640000e+08
Effect Of Exchange Rate 1.700000e+07 7.000000e+06
Total Cash From Operating Activities 1.377000e+09 1.792000e+09
Depreciation 1.850000e+08 1.950000e+08
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07
Dividends Paid -7.200000e+07 -6.500000e+07
Change To Inventory -4.950000e+08 -2.630000e+08
Change To Account Receivables 3.860000e+08 -1.266000e+09
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08
Change To Netincome 9.580000e+08 5.950000e+08
Capital Expenditures -6.700000e+07 -9.300000e+07
2021-06-30 2021-03-31
Change To Liabilities -6.090000e+08 2.507000e+09
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08
Net Borrowings -2.000000e+06 -1.620000e+08
Total Cash From Financing Activities -2.151000e+09 -5.170000e+08
Change To Operating Activities -1.650000e+08 3.700000e+07
Issuance Of Stock 7.100000e+07 3.700000e+07
Net Income 4.860000e+08 6.660000e+08
Change In Cash -3.861000e+09 2.664000e+09
Repurchase Of Stock -1.008000e+09 -2.440000e+08
Effect Of Exchange Rate 1.100000e+07 1.600000e+07
Total Cash From Operating Activities -1.622000e+09 3.370000e+09
Depreciation 2.180000e+08 2.210000e+08
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07
Dividends Paid -6.900000e+07 -6.700000e+07
Change To Inventory -9.010000e+08 -2.300000e+08
Change To Account Receivables -1.045000e+09 -3.550000e+08
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07
Change To Netincome 4.480000e+08 8.740000e+08
Capital Expenditures -9.300000e+07 -1.580000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 59142000000 666000000
2Q2021 62674000000 486000000
3Q2021 66576000000 267000000
4Q2021 68614000000 -7000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 277000000.0 442000000.0
Minority Interest 487000000.0 484000000.0
Net Income -7000000.0 267000000.0
Selling General Administrative 3105000000.0 2669000000.0
Gross Profit 3428000000.0 3352000000.0
Ebit 323000000.0 683000000.0
Operating Income 323000000.0 683000000.0
Other Operating Expenses None None
Interest Expense -41000000.0 -45000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 238000000.0 132000000.0
Total Revenue 68614000000.0 66576000000.0
Total Operating Expenses 68291000000.0 65893000000.0
Cost Of Revenue 65186000000.0 63224000000.0
Total Other Income Expense Net -46000000.0 -241000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 39000000.0 310000000.0
Net Income Applicable To Common Shares -7000000.0 267000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 562000000.0 1029000000.0
Minority Interest 491000000.0 1467000000.0
Net Income 486000000.0 666000000.0
Selling General Administrative 2232000000.0 2224000000.0
Gross Profit 3032000000.0 3116000000.0
Ebit 800000000.0 892000000.0
Operating Income 800000000.0 892000000.0
Other Operating Expenses None None
Interest Expense -49000000.0 -52000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 26000000.0 316000000.0
Total Revenue 62674000000.0 59142000000.0
Total Operating Expenses 61874000000.0 58250000000.0
Cost Of Revenue 59642000000.0 56026000000.0
Total Other Income Expense Net -238000000.0 137000000.0
Discontinued Operations -3000000.0 -3000000.0
Net Income From Continuing Ops 536000000.0 713000000.0
Net Income Applicable To Common Shares 486000000.0 666000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 4329453 2021-12-30 0.0298
1 Vanguard 500 Index Fund 3233507 2021-12-30 0.0222
2 MFS Series Trust I-MFS Value Fund 2893200 2022-02-27 0.0199
3 JP Morgan Large Cap Growth Fund 2293009 2021-12-30 0.0158
4 Vanguard Mid-Cap Index Fund 1726299 2021-12-30 0.0119
5 SPDR S&P 500 ETF Trust 1640864 2022-01-30 0.0113
6 Fidelity 500 Index Fund 1563585 2022-02-27 0.0108
7 iShares Core S&P 500 ETF 1269846 2022-01-30 0.0087
8 Putnam Large Cap Value Fund 1220237 2022-01-30 0.0084
9 Vanguard Index-Value Index Fund 1166709 2021-12-30 0.0080
Value
0 1076172132
1 803752834
2 795514272
3 569973247
4 429106142
5 421242606
6 429923331
7 325994865
8 313259242
9 290008856 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 58
governanceScore 5.52
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile 0
militaryContract False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 30.93 | 30.835356 | 31.038381 | 31.241406 | 31.187778 | 0.232375 | 30.723027 | 31.652528 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GCP | 1.87078 | 30.93 | 8243886.328125 | 0.913628 | 0.155232 | 0.442804 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 8.240075952183021 9.316800361331222 test cv mean error, stdev (10 folds): 8.753590835399823 9.621973499948123 sell date: 2022-09-09 expected return: 0.028888441900735078 discounted return: 0.0003431797990320895 quarter return: 1.032070651240962
['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
beta currentRatio debtToEquity dividendRate dividendYield \
WRB 0.741517 0.453 44.413 0.35 0.0049
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
WRB 1.585 1969144064 0.19279 15.017057 2491864832
grossMargins grossProfits heldPercentInstitutions \
WRB 0.44661 4029355000 0.69611
industry marketCap operatingCashflow \
WRB Insurance—Property & Casualty 18677542912 2350679040
operatingMargins payoutRatio pegRatio priceToBook \
WRB 0.18096 0.07 1.94 2.720776
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
WRB 1.828621 0.13546 0.278 0.03724
returnOnEquity revenueGrowth revenuePerShare sector \
WRB 0.20909 0.352 36.85 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
WRB 265192992 1.22 3303750912 12.458 3059073024
totalRevenue trailingPE
WRB 10214005760 14.222536
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 66.82 | 65.019435 | 68.896032 | 72.772628 | 67.946191 | 1.725853 | 64.494485 | 71.397896 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| WRB | 1.220256 | 66.82 | 24741280.664062 | 0.845794 | 0.942554 | 0.452599 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 34.12905629906457 62.7094766130434 test cv mean error, stdev (10 folds): 37.07787272889841 65.03903137977144 sell date: 2022-09-16 expected return: 0.06826689811901716 discounted return: 0.0007340205271226807 quarter return: 1.0698357333497455
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.83
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 12.16
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.95
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 31.22
peerGroup Insurance
smallArms False
environmentScore 1.95
governancePercentile None
militaryContract False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 164.020004 | 159.077845 | 165.278412 | 171.47898 | 162.282857 | 5.027495 | 152.227867 | 172.337847 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FCN | 0.694756 | 164.020004 | 6853053.320312 | 0.888589 | 0.922824 | 0.404937 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 113.70673887274339 46.52872638178013 test cv mean error, stdev (10 folds): 109.63913216057483 46.89792400709696 sell date: 2022-09-02 expected return: 0.1364131271629469 discounted return: 0.001684007435712731 quarter return: 1.1674225614352378
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
beta currentRatio debtToEquity dividendRate dividendYield \
XOM 1.040834 1.072 26.929 3.52 0.0409
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
XOM 1.003 53895000064 0.17427 9.558269 31484874752
grossMargins grossProfits heldPercentInstitutions industry \
XOM 0.31806 90045000000 0.56863 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
XOM 362840784896 53653000192 0.10859 0.5804 0.32
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
XOM 2.143942 1.173221 0.08339 0.739
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
XOM 0.06097 0.1559 0.525 72.369 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
XOM 4213199872 1.61 11073999872 2.629 47537000448
totalRevenue trailingPE
XOM 309269004288 14.281923
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 86.120003 | 88.433461 | 96.553809 | 104.674158 | 88.917204 | 6.448671 | 76.019861 | 101.814547 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 1.153813 | 86.120003 | 552640281.25 | 0.738786 | 0.784328 | 0.530974 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 135.34507065626053 164.191540840967 test cv mean error, stdev (10 folds): 148.3675284448587 166.70199275545457 sell date: 2022-06-24 expected return: -0.004465247006522599 discounted return: -0.0007455962379439018 quarter return: 0.9336810020601286
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.82
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.14
environmentPercentile None
animalTesting True
tobacco False
totalEsg 36.46
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.51
governancePercentile None
militaryContract False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
beta currentRatio debtToEquity dividendRate dividendYield \
MANT 0.737745 1.584 23.665 1.64 0.02
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MANT -0.07 264191008 0.10344 25.047745 89507376
grossMargins grossProfits heldPercentInstitutions industry \
MANT 0.14856 379411000 0.71066 Software—Application
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MANT 3867116288 212171008 0.07374 0.4669 4.97
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MANT 2.299301 1.514167 0.05365 1.462
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MANT 0.0485 0.08419 -0.007 62.85 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MANT 39355500 2.93 53374000 1.308 396480000
totalRevenue trailingPE
MANT 2553956096 28.230194
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.790001 | 94.21236 | 94.956032 | 95.699705 | 88.233333 | 5.546632 | 77.140069 | 99.326598 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MANT | 2.782348 | 94.790001 | 4428022.265625 | 0.833671 | 0.571232 | 0.363702 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 79.08240099617208 56.43307468179763 test cv mean error, stdev (10 folds): 75.67083754568336 58.095909388628236 sell date: 2022-09-23 expected return: 0.03804220288704062 discounted return: 0.00038498585922175366 quarter return: 1.0360463507561577
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SM 5.488235 0.717 93.916 0.02 0.0006 1315937024
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SM 0.45427 8.413136 570353344 0.8671 2136878000
heldPercentInstitutions industry marketCap operatingCashflow \
SM 0.88028 Oil & Gas E&P 4823732224 1396240000
operatingMargins payoutRatio pegRatio priceToBook \
SM 0.18012 0.007 0.12 2.946938
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SM 1.66518 0.11608 0.7 0.06264
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
SM 0.17312 0.931 23.974 Energy 121474000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
SM 2.26 419887008 3.446 1986428032 2896824064
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.709999 | 36.543497 | 46.618254 | 56.693011 | 41.080159 | 5.405133 | 30.269893 | 51.890424 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SM | 0.640686 | 39.709999 | 85332599.609375 | 0.715458 | 0.803847 | 0.471215 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 38.1885741853141 45.77804827643135 test cv mean error, stdev (10 folds): 41.847933605020515 46.45312322423157 sell date: 2022-06-24 expected return: -0.022211695892274834 discounted return: -0.0037366828843222732 quarter return: 0.7086321484394967
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 1.844478e+09 1.840228e+09 1.838620e+09
Total Liab 3.280672e+09 3.170846e+09 3.425061e+09
Total Stockholder Equity 2.115109e+09 2.063131e+09 1.636899e+09
Deferred Long Term Liab 2.300000e+06 2.700000e+06 3.100000e+06
Other Current Liab 5.381270e+08 4.047460e+08 5.520440e+08
Total Assets 5.395781e+09 5.233977e+09 5.061960e+09
Common Stock 1.219000e+06 1.219000e+06 1.215000e+06
Other Current Assets 9.649000e+06 2.409500e+07 2.451400e+07
Retained Earnings 2.820790e+08 2.345330e+08 -1.903670e+08
Other Liab 2.415590e+08 1.809150e+08 2.438640e+08
Treasury Stock -1.266700e+07 -1.284900e+07 -1.256900e+07
Other Assets 5.397300e+07 2.576600e+07 6.020700e+07
Cash 4.198870e+08 3.327160e+08 2.980000e+07
Total Current Liabilities 1.058721e+09 8.893270e+08 1.103567e+09
Other Stockholder Equity -1.266700e+07 -1.284900e+07 -1.256900e+07
Property Plant Equipment 4.582973e+09 4.595024e+09 4.665483e+09
Total Current Assets 7.588350e+08 6.131870e+08 3.362700e+08
Net Tangible Assets 2.115109e+09 2.063131e+09 1.636899e+09
Net Receivables 3.210760e+08 2.472010e+08 2.722480e+08
Long Term Debt 1.980392e+09 2.081164e+09 2.077630e+09
Accounts Payable 5.145580e+08 2.507200e+07 5.424740e+08
2021-06-30
Capital Surplus 1.838859e+09
Total Liab 3.500489e+09
Total Stockholder Equity 1.552509e+09
Deferred Long Term Liab 3.500000e+06
Other Current Liab 5.450620e+08
Total Assets 5.052998e+09
Common Stock 1.210000e+06
Other Current Assets 3.130300e+07
Retained Earnings -2.747450e+08
Other Liab 2.566960e+08
Treasury Stock -1.281500e+07
Other Assets 6.877900e+07
Cash NaN
Total Current Liabilities 1.051668e+09
Other Stockholder Equity -1.281500e+07
Property Plant Equipment 4.714809e+09
Total Current Assets 2.694100e+08
Net Tangible Assets 1.552509e+09
Net Receivables 2.295120e+08
Long Term Debt 2.192125e+09
Accounts Payable 4.962850e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.0 218238000.0
Total Cashflows From Investing Activities -150127000.0 -122484000.0
Net Borrowings -104770000.0 -104770000.0
Total Cash From Financing Activities -104794000.0 -4230000.0
Change To Operating Activities -137962000.0 -51950000.0
Net Income 48764000.0 424900000.0
Change In Cash 87171000.0 302916000.0
Total Cash From Operating Activities 342092000.0 429630000.0
Depreciation 160481000.0 208761000.0
Other Cashflows From Financing Activities -24000.0 -4339000.0
Change To Netincome 266799000.0 -273197000.0
Capital Expenditures -150127000.0 -124576000.0
Issuance Of Stock NaN 1324000.0
Dividends Paid NaN -1215000.0
Change To Account Receivables NaN -101047000.0
Other Cashflows From Investing Activities NaN NaN
2021-09-30 2021-06-30
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -174795000.0 -222322000.0
Net Borrowings -118792000.0 -74213000.0
Total Cash From Financing Activities -123524000.0 -74077000.0
Change To Operating Activities 21078000.0 82529000.0
Net Income 85593000.0 -222995000.0
Change In Cash 29800000.0 29800000.0
Total Cash From Operating Activities 328119000.0 296399000.0
Depreciation 211451000.0 213464000.0
Other Cashflows From Financing Activities -4732000.0 -1000.0
Change To Netincome 6092000.0 218679000.0
Capital Expenditures -183409000.0 -222614000.0
Issuance Of Stock 1324000.0 1315000.0
Dividends Paid -1215000.0 -1178000.0
Change To Account Receivables -101047000.0 -101047000.0
Other Cashflows From Investing Activities -221000.0 292000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 538649000 -222995000
3Q2021 724539000 85593000
4Q2021 814260000 424900000
1Q2022 819376000 48764000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 61625000.0 434933000.0 85554000.0
Minority Interest None None None
Net Income 48764000.0 424900000.0 85593000.0
Selling General Administrative 24996000.0 37062000.0 25530000.0
Gross Profit 723085000.0 714875000.0 629894000.0
Ebit 101736000.0 474411000.0 126257000.0
Operating Income 101736000.0 474411000.0 126257000.0
Other Operating Expenses 426826000.0 -17909000.0 257947000.0
Interest Expense -39387000.0 -40085000.0 -40861000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 12861000.0 10033000.0 -39000.0
Total Revenue 819376000.0 814260000.0 724539000.0
Total Operating Expenses 717640000.0 339849000.0 598282000.0
Cost Of Revenue 96291000.0 99385000.0 94645000.0
Total Other Income Expense Net -40111000.0 -39478000.0 -40703000.0
Discontinued Operations None None None
Net Income From Continuing Ops 48764000.0 424900000.0 85593000.0
Net Income Applicable To Common Shares 48764000.0 424900000.0 85593000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -223157000.0
Minority Interest None
Net Income -222995000.0
Selling General Administrative 24639000.0
Gross Profit 443993000.0
Ebit -180624000.0
Operating Income -180624000.0
Other Operating Expenses 377800000.0
Interest Expense -39536000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -162000.0
Total Revenue 538649000.0
Total Operating Expenses 719273000.0
Cost Of Revenue 94656000.0
Total Other Income Expense Net -42533000.0
Discontinued Operations None
Net Income From Continuing Ops -222995000.0
Net Income Applicable To Common Shares -222995000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 8545223 2022-01-30
1 Vanguard Total Stock Market Index Fund 3454105 2021-12-30
2 Vanguard Small-Cap Index Fund 3058030 2021-12-30
3 iShares Russell 2000 ETF 2729906 2022-01-30
4 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2729590 2022-01-30
5 Vanguard Small Cap Value Index Fund 1938357 2021-12-30
6 Vanguard Extended Market Index Fund 1597503 2021-12-30
7 iShares S&P Small-Cap 600 Growth ETF 1404764 2022-01-30
8 First Trust NASDAQ Oil & Gas ETF 1361871 2022-02-27
9 iShares Russell 2000 Value ETF 1284094 2022-01-30
% Out Value
0 0.0701 280368766
1 0.0283 101827015
2 0.0251 90150724
3 0.0224 89568215
4 0.0224 89557847
5 0.0159 57142764
6 0.0131 47094388
7 0.0115 46090306
8 0.0112 48360039
9 0.0105 42131124 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
beta currentRatio debtToEquity dividendRate dividendYield \
DINO 1.54401 1.728 43.018 1.6 0.0278
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
DINO 0 1260462976 0.05641 10.206038 -1079519232
grossMargins grossProfits heldPercentInstitutions \
DINO 0.0784 1615735000 0.62669
industry marketCap operatingCashflow \
DINO Oil & Gas Refining & Marketing 12826910720 805392000
operatingMargins payoutRatio pegRatio priceToBook \
DINO 0.03909 0.1032 0.35 1.580395
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DINO 0.574075 0.02551 0.791 0.03679
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DINO 0.09048 1.128 134.828 Energy 223232000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DINO 3.27 592278016 2.653 3818710016 22343598080
trailingPE
DINO 16.929876
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 45.0 | 43.432974 | 51.035714 | 58.638454 | 43.785397 | 6.19363 | 31.398138 | 56.172656 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DINO | 1.094012 | 45.0 | 51433534.179688 | 0.676181 | 0.488602 | 0.560442 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 70.25982738916844 77.80841849754646 test cv mean error, stdev (10 folds): 75.88424653938752 79.44551535924022 sell date: 2022-09-23 expected return: 0.04392420203304192 discounted return: 0.00044326195803545687 quarter return: 1.0416136160961917
symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
beta currentRatio debtToEquity earningsGrowth ebitda \
PLAB 0.980357 3.417 7.842 1.889 233440992
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PLAB 0.31281 10.108109 90646496 0.30828 167044000
heldPercentInstitutions industry marketCap \
PLAB 0.90554 Semiconductor Equipment & Materials 1385207808
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PLAB 195842000 0.19934 0 1.19 1.62538
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PLAB 1.856183 0.12032 2.814 0.07156
returnOnEquity revenueGrowth revenuePerShare sector \
PLAB 0.12739 0.28 12.342 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PLAB 61729400 3.37 329281984 5.433 82548000
totalRevenue trailingPE
PLAB 746267008 15.338346
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 19.15 | 14.678059 | 19.802381 | 24.926703 | 17.249841 | 2.549321 | 12.151199 | 22.348483 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PLAB | 2.163783 | 19.15 | 10786618.945312 | 0.729861 | 0.736899 | 0.332818 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 4.567473579208203 5.14678224750561 test cv mean error, stdev (10 folds): 4.293159706587295 5.32076774345972 sell date: 2022-07-01 expected return: 0.006554572839609505 discounted return: 0.0005026789957469635 quarter return: 1.0473203431010953
['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
MPC 1.75499 1.449 89.568 2.32 0.0266 8572000256
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MPC 0.06306 11.191026 18097874944 0.08778 10443000000
heldPercentInstitutions industry marketCap \
MPC 0.79745 Oil & Gas Refining & Marketing 47223455744
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MPC 6418999808 0.0386 0.5472 0.35 1.98454
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MPC 0.347428 0.07964 1.045 0.03693
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MPC 0.12817 0.679 222.006 Energy 540995008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MPC 2.78 10597000192 19.588 28034000896 135922999296
trailingPE
MPC 4.97776
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.290001 | 89.493723 | 102.090159 | 114.686595 | 92.392331 | 8.807067 | 74.778196 | 110.006465 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 1.221452 | 87.290001 | 141817662.109375 | 0.691764 | 0.549549 | 0.514371 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 143.4033947580166 157.92853994777207 test cv mean error, stdev (10 folds): 150.67304260862073 163.8726366020405 sell date: 2022-09-09 expected return: 0.10691313670911945 discounted return: 0.0012245465354387974 quarter return: 1.1191722615273865
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 5.87
environmentPercentile None
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile None
militaryContract False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
beta currentRatio debtToEquity dividendRate dividendYield \
LLY 0.430392 1.267 174.931 3.92 0.0134
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
LLY 0.409 10721399808 0.36563 38.83845 4736287744
grossMargins grossProfits heldPercentInstitutions \
LLY 0.7556 21345300000 0.84303
industry marketCap operatingCashflow \
LLY Drug Manufacturers—General 278272606208 8062499840
operatingMargins payoutRatio pegRatio priceToBook \
LLY 0.30994 0.5245 5.44 34.015434
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LLY 9.489974 0.20903 0.772 0.12117
returnOnEquity revenueGrowth revenuePerShare sector \
LLY 0.74019 0.148 32.376 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LLY 956592000 1.74 2571599872 2.857 16551999488
totalRevenue trailingPE
LLY 29322799104 44.412212
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 290.899994 | 284.096885 | 302.232381 | 320.367877 | 296.315556 | 9.524706 | 277.266144 | 315.364968 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LLY | 0.967658 | 290.899994 | 70977344.335938 | 0.829733 | 0.979741 | 0.407173 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 404.30063071188147 288.1894769788956 test cv mean error, stdev (10 folds): 433.70233236467345 286.09339973931145 sell date: 2022-09-02 expected return: 0.07317246303165768 discounted return: 0.0009296315831439639 quarter return: 1.0892467217652508
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 7.482400e+09 7.691900e+09 7.887700e+09
Capital Surplus 6.656300e+09 6.833400e+09 6.758000e+09
Total Liab 3.745730e+10 3.965120e+10 4.023290e+10
Total Stockholder Equity 9.330800e+09 8.979200e+09 7.757000e+09
Minority Interest 1.312000e+08 1.756000e+08 1.971000e+08
Other Current Liab 3.135000e+09 3.814100e+09 2.513000e+09
Total Assets 4.691930e+10 4.880600e+10 4.818700e+10
Common Stock 5.941000e+08 5.963000e+08 5.982000e+08
Other Current Assets 3.880000e+07 9.900000e+06 5.500000e+06
Retained Earnings 9.369400e+09 8.958500e+09 9.639400e+09
Other Liab 8.875200e+09 8.674200e+09 1.099380e+10
Good Will 3.892000e+09 3.892000e+09 3.884100e+09
Treasury Stock -7.289000e+09 -7.409000e+09 -9.238600e+09
Other Assets 6.506600e+09 6.380000e+09 6.122000e+09
Cash 2.459200e+09 3.818500e+09 3.788200e+09
Total Current Liabilities 1.338600e+10 1.505270e+10 1.368200e+10
Deferred Long Term Asset Charges 2.464900e+09 2.489300e+09 2.625600e+09
Short Long Term Debt 1.355900e+09 1.539500e+09 1.580000e+09
Other Stockholder Equity -7.238500e+09 -7.356300e+09 -9.185900e+09
Property Plant Equipment 9.102700e+09 8.985100e+09 8.920400e+09
Total Current Assets 1.696470e+10 1.845240e+10 1.780830e+10
Long Term Investments 2.970900e+09 3.404600e+09 3.564500e+09
Net Tangible Assets -2.043600e+09 -2.604700e+09 -4.014800e+09
Short Term Investments 1.091000e+08 9.010000e+07 3.710000e+07
Net Receivables 7.763600e+09 8.112500e+09 6.992300e+09
Long Term Debt 1.519610e+10 1.538700e+10 1.555710e+10
Inventory 3.893000e+09 3.886000e+09 3.907400e+09
Accounts Payable 1.433300e+09 1.670600e+09 1.566800e+09
2021-06-30
Intangible Assets 7.985400e+09
Capital Surplus 6.669200e+09
Total Liab 4.114550e+10
Total Stockholder Equity 6.444400e+09
Minority Interest 2.191000e+08
Other Current Liab 3.878400e+09
Total Assets 4.780900e+10
Common Stock 5.981000e+08
Other Current Assets 5.400000e+06
Retained Earnings 8.530100e+09
Other Liab 1.127500e+10
Good Will 3.884200e+09
Treasury Stock -9.353000e+09
Other Assets 6.104000e+09
Cash 3.220000e+09
Total Current Liabilities 1.509320e+10
Deferred Long Term Asset Charges 2.674900e+09
Short Long Term Debt 1.625700e+09
Other Stockholder Equity -9.300300e+09
Property Plant Equipment 8.855500e+09
Total Current Assets 1.729550e+10
Long Term Investments 3.684400e+09
Net Tangible Assets -5.425200e+09
Short Term Investments 5.120000e+07
Net Receivables 6.869700e+09
Long Term Debt 1.477730e+10
Inventory 3.824900e+09
Accounts Payable 1.597800e+09 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Investments -2.320000e+07 -1.180000e+07
Change To Liabilities 0.000000e+00 -6.641000e+08
Total Cashflows From Investing Activities -1.013800e+09 -3.790000e+08
Net Borrowings -2.104000e+08 -2.600000e+06
Total Cash From Financing Activities -2.878300e+09 -1.526500e+09
Change To Operating Activities -4.550000e+07 2.063500e+09
Net Income 1.902900e+09 1.726100e+09
Change In Cash -1.359300e+09 3.030000e+07
Repurchase Of Stock -1.500000e+09 -7.500000e+08
Effect Of Exchange Rate 3.360000e+07 -2.207000e+08
Total Cash From Operating Activities 2.499200e+09 2.156500e+09
Depreciation 4.357000e+08 4.457000e+08
Other Cashflows From Investing Activities -1.334000e+08 2.700000e+07
Dividends Paid -8.855000e+08 -7.733000e+08
Other Cashflows From Financing Activities -2.824000e+08 -6.000000e+05
Change To Netincome 2.061000e+08 4.592000e+08
Capital Expenditures -3.654000e+08 -2.914000e+08
Change To Inventory NaN -2.359000e+08
Change To Account Receivables NaN -1.278300e+09
2021-09-30 2021-06-30
Investments -1.077000e+08 -2.440000e+07
Change To Liabilities 0.000000e+00 0.000000e+00
Total Cashflows From Investing Activities -6.165000e+08 -4.833000e+08
Net Borrowings 3.077000e+08 2.000000e+08
Total Cash From Financing Activities -4.632000e+08 -1.083200e+09
Change To Operating Activities -6.665000e+08 2.212000e+08
Net Income 1.110100e+09 1.390200e+09
Change In Cash 5.682000e+08 2.176000e+08
Repurchase Of Stock -7.500000e+08 -5.000000e+08
Effect Of Exchange Rate 1.660000e+07 8.600000e+06
Total Cash From Operating Activities 1.631300e+09 1.775500e+09
Depreciation 3.823000e+08 3.693000e+08
Other Cashflows From Investing Activities -5.320000e+07 7.240000e+07
Dividends Paid -7.704000e+08 -7.683000e+08
Other Cashflows From Financing Activities -5.000000e+05 -1.490000e+07
Change To Netincome 8.054000e+08 -2.052000e+08
Capital Expenditures -3.368000e+08 -3.813000e+08
Change To Inventory -2.359000e+08 -2.359000e+08
Change To Account Receivables -1.278300e+09 -1.278300e+09 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 6740100000 1390200000
3Q2021 6772800000 1110100000
4Q2021 7999900000 1726100000
1Q2022 7810000000 1902900000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development 1610100000.0 1959400000.0
Effect Of Accounting Charges None None
Income Before Tax 2053600000.0 1839900000.0
Minority Interest 131200000.0 175600000.0
Net Income 1902900000.0 1726100000.0
Selling General Administrative 1464600000.0 1519400000.0
Gross Profit 5737900000.0 5854300000.0
Ebit 2663200000.0 2375500000.0
Operating Income 2663200000.0 2375500000.0
Other Operating Expenses None None
Interest Expense -84900000.0 -81400000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150700000.0 113800000.0
Total Revenue 7810000000.0 7999900000.0
Total Operating Expenses 5146800000.0 5624400000.0
Cost Of Revenue 2072100000.0 2145600000.0
Total Other Income Expense Net -609600000.0 -535600000.0
Discontinued Operations None None
Net Income From Continuing Ops 1902900000.0 1726100000.0
Net Income Applicable To Common Shares 1902900000.0 1726100000.0
2021-09-30 2021-06-30
Research Development 1708900000.0 1672800000.0
Effect Of Accounting Charges None None
Income Before Tax 1245300000.0 1593900000.0
Minority Interest 197100000.0 219100000.0
Net Income 1110100000.0 1390200000.0
Selling General Administrative 1505300000.0 1614600000.0
Gross Profit 5342000000.0 5209900000.0
Ebit 2127800000.0 1922500000.0
Operating Income 2127800000.0 1922500000.0
Other Operating Expenses None None
Interest Expense -83600000.0 -86900000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 135200000.0 203700000.0
Total Revenue 6772800000.0 6740100000.0
Total Operating Expenses 4645000000.0 4817600000.0
Cost Of Revenue 1430800000.0 1530200000.0
Total Other Income Expense Net -882500000.0 -328600000.0
Discontinued Operations None None
Net Income From Continuing Ops 1110100000.0 1390200000.0
Net Income Applicable To Common Shares 1110100000.0 1390200000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 24466874 2021-12-30
1 Vanguard 500 Index Fund 16814257 2021-12-30
2 Vanguard/Primecap Fund 16263808 2021-12-30
3 Vanguard Specialized-Health Care Fund 10213125 2022-01-30
4 SPDR S&P 500 ETF Trust 8436788 2022-01-30
5 Fidelity 500 Index Fund 8130898 2022-02-27
6 iShares Core S&P 500 ETF 6602520 2022-01-30
7 Vanguard Index-Value Index Fund 6578581 2021-12-30
8 Fidelity Contrafund Inc 6465969 2022-02-27
9 Vanguard Institutional Index Fund-Institutiona... 5982359 2021-12-30
% Out Value
0 0.0258 6758239936
1 0.0177 4644434068
2 0.0171 4492389045
3 0.0107 2506198743
4 0.0089 2070303407
5 0.0086 2032317955
6 0.0069 1620192382
7 0.0069 1817135643
8 0.0068 1616168951
9 0.0063 1652447202 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 17.4
nuclear False
furLeather False
alcoholic False
gmo False
catholic True
socialPercentile 0
peerCount 83
governanceScore 11.56
environmentPercentile 0
animalTesting True
tobacco False
totalEsg 32.4
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 70.21
peerGroup Pharmaceuticals
smallArms False
environmentScore 3.43
governancePercentile 0
militaryContract False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
beta currentRatio debtToEquity dividendRate dividendYield \
VLO 1.762704 1.178 64.483 3.92 0.0349
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
VLO 6672999936 0.05306 9.871818 4647625216 0.05998
grossProfits heldPercentInstitutions industry \
VLO 5487000000 0.80514 Oil & Gas Refining & Marketing
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
VLO 45886316544 6498999808 0.0341 0.6312 0.36
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
VLO 2.438094 0.364858 0.02019 0.7
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
VLO 0.04701 0.14702 0.886 308.815 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VLO 408096000 1.46 2638000128 6.464 13160999936
totalRevenue trailingPE
VLO 125765001216 18.10045
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 112.440002 | 114.972524 | 130.979841 | 146.987158 | 116.34127 | 14.566462 | 87.208346 | 145.474193 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VLO | 1.3872 | 112.440002 | 90552079.101562 | 0.691389 | 0.569718 | 0.530999 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 317.1522116457144 364.5902798516252 test cv mean error, stdev (10 folds): 348.4664863354353 368.0112218992618 sell date: 2022-09-23 expected return: 0.03125312454311619 discounted return: 0.0003173151639344063 quarter return: 1.0296185196556262
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 4.98
environmentPercentile None
animalTesting False
tobacco False
totalEsg 30.94
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 65.34
peerGroup Refiners & Pipelines
smallArms False
environmentScore 18.74
governancePercentile None
militaryContract False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
beta currentRatio dividendRate dividendYield earningsGrowth \
APA 4.42549 1.124 0.5 0.0122 38.999
ebitda ebitdaMargins freeCashflow grossMargins grossProfits \
APA 4470000128 0.55701 2259500032 0.63302 5080000000
heldPercentInstitutions industry operatingCashflow operatingMargins \
APA 0.92629 Oil & Gas E&P 3496000000 0.3696
payoutRatio pegRatio profitMargins quickRatio returnOnAssets \
APA 0.0339 0.16 0.12125 0.801 0.14233
returnOnEquity revenueGrowth revenuePerShare sector shortRatio \
APA 27.07216 0.905 21.457 Energy 1.45
totalCash totalCashPerShare totalDebt totalRevenue
APA 302000000 0.871 7760999936 8024999936
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.220001 | 39.703868 | 46.051746 | 52.399625 | 42.946032 | 3.294685 | 36.356662 | 49.535402 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 0.999608 | 39.220001 | 204531248.4375 | 0.713933 | 0.302651 | 0.445144 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 47.19517775857519 46.896895105345905 test cv mean error, stdev (10 folds): 51.47031682136132 47.097832210472035 sell date: 2022-07-15 expected return: 0.07803719469902784 discounted return: 0.002786912363174965 quarter return: 1.2918035249477826
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.164500e+10 1.168600e+10 1.170400e+10
Total Liab 1.330800e+10 1.270500e+10 1.281900e+10
Total Stockholder Equity -1.595000e+09 -1.095000e+09 -9.640000e+08
Minority Interest 1.590000e+09 1.580000e+09 1.657000e+09
Deferred Long Term Liab 5.700000e+08 5.150000e+08 5.120000e+08
Other Current Liab 3.370000e+08 2.760000e+08 2.990000e+08
Total Assets 1.330300e+10 1.331000e+10 1.351200e+10
Common Stock 2.620000e+08 2.620000e+08 2.620000e+08
Other Current Assets 1.550000e+08 1.020000e+08 7.600000e+07
Retained Earnings -9.488000e+09 -9.870000e+09 -9.757000e+09
Other Liab 3.744000e+09 3.673000e+09 2.626000e+09
Treasury Stock -4.014000e+09 -3.173000e+09 -3.173000e+09
Other Assets 1.223000e+09 1.255000e+09 5.120000e+08
Cash 3.020000e+08 3.770000e+08 1.249000e+09
Total Current Liabilities 2.117000e+09 1.839000e+09 1.773000e+09
Deferred Long Term Asset Charges 1.300000e+07 NaN NaN
Other Stockholder Equity 2.200000e+07 1.500000e+07 1.500000e+07
Property Plant Equipment 8.335000e+09 8.336000e+09 8.501000e+09
Total Current Assets 2.380000e+09 2.181000e+09 2.945000e+09
Long Term Investments 1.365000e+09 1.538000e+09 1.554000e+09
Net Tangible Assets -1.595000e+09 -1.095000e+09 -9.640000e+08
Net Receivables 1.394000e+09 1.170000e+09 1.068000e+09
Long Term Debt 7.261000e+09 7.159000e+09 8.386000e+09
Inventory 4.730000e+08 4.760000e+08 4.790000e+08
Accounts Payable 7.310000e+08 6.870000e+08 6.030000e+08
Short Long Term Debt NaN 2.130000e+08 2.130000e+08
2021-03-31
Capital Surplus 1.172700e+10
Total Liab 1.278300e+10
Total Stockholder Equity -1.258000e+09
Minority Interest 1.602000e+09
Deferred Long Term Liab 4.930000e+08
Other Current Liab 2.000000e+08
Total Assets 1.312700e+10
Common Stock 2.620000e+08
Other Current Assets 1.450000e+08
Retained Earnings -1.007300e+10
Other Liab 2.732000e+09
Treasury Stock -3.174000e+09
Other Assets 4.970000e+08
Cash 5.380000e+08
Total Current Liabilities 1.338000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity 1.500000e+07
Property Plant Equipment 8.718000e+09
Total Current Assets 2.345000e+09
Long Term Investments 1.567000e+09
Net Tangible Assets -1.258000e+09
Net Receivables 1.071000e+09
Long Term Debt 8.678000e+09
Inventory 5.020000e+08
Accounts Payable 5.240000e+08
Short Long Term Debt NaN ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.000000e+06 -3.000000e+06
Change To Liabilities 2.600000e+07 6.200000e+07
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08
Net Borrowings 1.020000e+08 -1.335000e+09
Total Cash From Financing Activities -8.690000e+08 -1.494000e+09
Change To Operating Activities 1.800000e+08 -1.800000e+07
Net Income 3.820000e+08 -1.130000e+08
Change In Cash -7.500000e+07 -8.720000e+08
Repurchase Of Stock -8.470000e+08 -8.470000e+08
Total Cash From Operating Activities 1.085000e+09 7.710000e+08
Depreciation 3.650000e+08 3.690000e+08
Other Cashflows From Investing Activities 8.000000e+06 3.200000e+07
Dividends Paid -2.400000e+07 -9.000000e+06
Change To Inventory 1.000000e+07 -3.900000e+07
Change To Account Receivables -1.210000e+08 -1.000000e+08
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08
Change To Netincome 2.430000e+08 6.100000e+08
Capital Expenditures -3.150000e+08 -2.360000e+08
2021-06-30 2021-03-31
Investments -3000000.0 -21000000.0
Change To Liabilities 82000000.0 75000000.0
Total Cashflows From Investing Activities -126000000.0 -267000000.0
Net Borrowings -79000000.0 -58000000.0
Total Cash From Financing Activities -132000000.0 -128000000.0
Change To Operating Activities 104000000.0 -79000000.0
Net Income 316000000.0 388000000.0
Change In Cash 711000000.0 276000000.0
Repurchase Of Stock -847000000.0 -847000000.0
Total Cash From Operating Activities 969000000.0 671000000.0
Depreciation 382000000.0 388000000.0
Other Cashflows From Investing Activities 5000000.0 7000000.0
Dividends Paid -10000000.0 -9000000.0
Change To Inventory 23000000.0 -3000000.0
Change To Account Receivables 3000000.0 -168000000.0
Other Cashflows From Financing Activities -43000000.0 -61000000.0
Change To Netincome 59000000.0 70000000.0
Capital Expenditures -306000000.0 -256000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1932000000 388000000
2Q2021 1830000000 316000000
3Q2021 2099000000 -113000000
4Q2021 2164000000 382000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 654000000.0 122000000.0
Minority Interest 1590000000.0 1580000000.0
Net Income 382000000.0 -113000000.0
Selling General Administrative 137000000.0 70000000.0
Gross Profit 1467000000.0 1301000000.0
Ebit 937000000.0 774000000.0
Operating Income 937000000.0 774000000.0
Other Operating Expenses 15000000.0 88000000.0
Interest Expense -94000000.0 -101000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 169000000.0 152000000.0
Total Revenue 2164000000.0 2099000000.0
Total Operating Expenses 1227000000.0 1325000000.0
Cost Of Revenue 697000000.0 798000000.0
Total Other Income Expense Net -283000000.0 -652000000.0
Discontinued Operations None None
Net Income From Continuing Ops 485000000.0 -30000000.0
Net Income Applicable To Common Shares 382000000.0 -113000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 495000000.0 620000000.0
Minority Interest 1657000000.0 1602000000.0
Net Income 316000000.0 388000000.0
Selling General Administrative 86000000.0 83000000.0
Gross Profit 1196000000.0 1116000000.0
Ebit 510000000.0 745000000.0
Operating Income 510000000.0 745000000.0
Other Operating Expenses 223000000.0 -103000000.0
Interest Expense -111000000.0 -112000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 87000000.0 170000000.0
Total Revenue 1830000000.0 1932000000.0
Total Operating Expenses 1320000000.0 1187000000.0
Cost Of Revenue 634000000.0 816000000.0
Total Other Income Expense Net -15000000.0 -125000000.0
Discontinued Operations None None
Net Income From Continuing Ops 408000000.0 450000000.0
Net Income Applicable To Common Shares 316000000.0 388000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Oakmark Fund 12743809 2021-12-30 0.0377
1 Select Sector SPDR Fund-Energy Select 10683025 2022-01-30 0.0316
2 Vanguard Total Stock Market Index Fund 10325855 2021-12-30 0.0305
3 Vanguard Small-Cap Index Fund 9149341 2021-12-30 0.0271
4 Vanguard/Windsor II 8002477 2022-01-30 0.0237
5 Vanguard 500 Index Fund 7693595 2021-12-30 0.0227
6 Vanguard Small Cap Value Index Fund 5800585 2021-12-30 0.0171
7 Oakmark Select Fund 5500000 2021-12-30 0.0163
8 SPDR S&P 500 ETF Trust 4043068 2022-01-30 0.0120
9 Fidelity 500 Index Fund 3720217 2022-02-27 0.0110
Value
0 342681024
1 354783260
2 277662240
3 246025779
4 265762261
5 206880769
6 155977730
7 147895000
8 134270288
9 132551331 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
beta currentRatio debtToEquity earningsGrowth ebitda \
PPC 1.12745 1.532 134.448 1.805 1548861056
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PPC 0.09838 11.328186 873572608 0.10458 1365827000
heldPercentInstitutions industry marketCap operatingCashflow \
PPC 0.19334 Packaged Foods 7149453824 697006016
operatingMargins payoutRatio pegRatio priceToBook \
PPC 0.0732 0 0.59 2.745392
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PPC 0.454094 0.01342 0.724 0.08575
returnOnEquity revenueGrowth revenuePerShare sector \
PPC 0.07645 0.295 64.613 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PPC 243676000 2.43 725539968 3.019 3755959040
totalRevenue
PPC 15744428032
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 29.34 | 28.165931 | 31.419048 | 34.672164 | 28.426667 | 2.86898 | 22.688707 | 34.164626 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PPC | 1.275425 | 29.34 | 17241312.5 | 0.741748 | 0.282386 | 0.556574 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 26.767895680888554 40.45510269367232 test cv mean error, stdev (10 folds): 28.55364065607615 42.01427294468685 sell date: 2022-06-24 expected return: 3.5831703451015226e-06 discounted return: 5.971941658966529e-07 quarter return: 1.0000549433561878
['quarterly_balance_sheet', 2022-03-27 2021-12-26 2021-09-26 \
Intangible Assets 9.385640e+08 9.632430e+08 1.028664e+09
Capital Surplus 1.966066e+09 1.964028e+09 1.962750e+09
Total Liab 6.524261e+09 6.324271e+09 6.216460e+09
Total Stockholder Equity 2.781630e+09 2.577080e+09 2.604243e+09
Minority Interest 1.197600e+07 1.185400e+07 1.214000e+07
Other Current Liab 3.009220e+08 3.085060e+08 4.109530e+08
Total Assets 9.317867e+09 8.913205e+09 8.832843e+09
Common Stock 2.616000e+06 2.614000e+06 2.614000e+06
Other Current Assets 6.858900e+07 4.054500e+07 6.656900e+07
Retained Earnings 1.284007e+09 1.003569e+09 9.668150e+08
Other Liab 4.077630e+08 4.709210e+08 5.265940e+08
Good Will 1.320100e+09 1.337252e+09 1.381872e+09
Treasury Stock -4.710590e+08 -3.931310e+08 -3.279360e+08
Other Assets 3.726000e+07 3.772400e+07 3.165500e+07
Cash 7.255400e+08 4.276610e+08 5.110840e+08
Total Current Liabilities 2.475775e+09 2.390823e+09 2.270929e+09
Deferred Long Term Asset Charges 5.191000e+06 5.314000e+06 5.465000e+06
Short Long Term Debt 3.616200e+07 2.541400e+07 2.023000e+07
Other Stockholder Equity -9.890200e+07 -4.799700e+07 1.719800e+07
Property Plant Equipment 3.229118e+09 3.269032e+09 3.148945e+09
Total Current Assets 3.792825e+09 3.305954e+09 3.241707e+09
Net Tangible Assets 5.229660e+08 2.765850e+08 1.937070e+08
Net Receivables 1.086588e+09 1.042610e+09 9.425350e+08
Long Term Debt 3.373573e+09 3.187543e+09 3.191270e+09
Inventory 1.708995e+09 1.575658e+09 1.556821e+09
Accounts Payable 1.448846e+09 1.400394e+09 1.183460e+09
2021-06-27
Intangible Assets 5.895360e+08
Capital Surplus 1.959558e+09
Total Liab 5.154333e+09
Total Stockholder Equity 2.582482e+09
Minority Interest 1.203000e+07
Other Current Liab 5.448970e+08
Total Assets 7.748845e+09
Common Stock 2.614000e+06
Other Current Assets 1.300070e+08
Retained Earnings 9.060900e+08
Other Liab 4.179760e+08
Good Will 1.024900e+09
Treasury Stock -2.857800e+08
Other Assets 3.233100e+07
Cash 3.918050e+08
Total Current Liabilities 2.244714e+09
Deferred Long Term Asset Charges 5.494000e+06
Short Long Term Debt 2.593100e+07
Other Stockholder Equity 5.935400e+07
Property Plant Equipment 2.972778e+09
Total Current Assets 3.129300e+09
Net Tangible Assets 9.680460e+08
Net Receivables 9.186950e+08
Long Term Debt 2.268842e+09
Inventory 1.530014e+09
Accounts Payable 1.100759e+09 ]
['quarterly_cashflow', 2022-03-27 2021-12-26 \
Change To Liabilities -2454000.0 84657000.0
Total Cashflows From Investing Activities -85576000.0 -111842000.0
Net Borrowings 196412000.0 -235000.0
Total Cash From Financing Activities 166330000.0 -235000.0
Change To Operating Activities -8946000.0 -75981000.0
Net Income 280438000.0 36754000.0
Change In Cash 305677000.0 -115074000.0
Repurchase Of Stock -28984000.0 -28984000.0
Effect Of Exchange Rate -2073000.0 -1961000.0
Total Cash From Operating Activities 226996000.0 -1036000.0
Depreciation 102142000.0 106488000.0
Change To Inventory -146035000.0 -28211000.0
Change To Account Receivables -66669000.0 -120429000.0
Other Cashflows From Financing Activities -1098000.0 -1098000.0
Change To Netincome -17969000.0 -54879000.0
Capital Expenditures -81578000.0 -100851000.0
2021-09-26 2021-06-27
Change To Liabilities 8.445000e+06 506670000.0
Total Cashflows From Investing Activities -1.049512e+09 -73266000.0
Net Borrowings 9.280300e+08 -97181000.0
Total Cash From Financing Activities 9.143870e+08 -105831000.0
Change To Operating Activities 1.507300e+07 -25391000.0
Net Income 6.072500e+07 -166687000.0
Change In Cash 7.517800e+07 79777000.0
Repurchase Of Stock -2.898400e+07 -28984000.0
Effect Of Exchange Rate -2.240000e+06 371000.0
Total Cash From Operating Activities 2.125430e+08 258503000.0
Depreciation 9.207600e+07 95728000.0
Change To Inventory 2.429400e+07 -91397000.0
Change To Account Receivables -2.133800e+07 -62718000.0
Other Cashflows From Financing Activities -1.364300e+07 -8650000.0
Change To Netincome 1.158100e+07 -20393000.0
Capital Expenditures -9.707600e+07 -81577000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 3637698000 -166687000
3Q2021 3827566000 60725000
4Q2021 4038769000 36754000
1Q2022 4240395000 280438000]
['quarterly_financials', 2022-03-27 2021-12-26 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 355779000.0 41659000.0
Minority Interest 11976000.0 11854000.0
Net Income 280438000.0 36754000.0
Selling General Administrative 120323000.0 35329000.0
Gross Profit 541980000.0 352500000.0
Ebit 421657000.0 317171000.0
Operating Income 421657000.0 317171000.0
Other Operating Expenses None None
Interest Expense -36296000.0 -34974000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 75219000.0 5191000.0
Total Revenue 4240395000.0 4038769000.0
Total Operating Expenses 3818738000.0 3721598000.0
Cost Of Revenue 3698415000.0 3686269000.0
Total Other Income Expense Net -65878000.0 -275512000.0
Discontinued Operations None None
Net Income From Continuing Ops 280560000.0 36468000.0
Net Income Applicable To Common Shares 280438000.0 36754000.0
2021-09-26 2021-06-27
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 91220000.0 -176315000.0
Minority Interest 12140000.0 12030000.0
Net Income 60725000.0 -166687000.0
Selling General Administrative 250844000.0 102959000.0
Gross Profit 371843000.0 380241000.0
Ebit 120999000.0 277282000.0
Operating Income 120999000.0 277282000.0
Other Operating Expenses None None
Interest Expense -29833000.0 -50651000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 30385000.0 -9812000.0
Total Revenue 3827566000.0 3637698000.0
Total Operating Expenses 3706567000.0 3360416000.0
Cost Of Revenue 3455723000.0 3257457000.0
Total Other Income Expense Net -29779000.0 -453597000.0
Discontinued Operations None None
Net Income From Continuing Ops 60835000.0 -166503000.0
Net Income Applicable To Common Shares 60725000.0 -166687000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 1391177 2021-12-30
1 iShares Core S&P Midcap ETF 1354194 2022-01-30
2 Vanguard Small-Cap Index Fund 1226527 2021-12-30
3 Vanguard Small Cap Value Index Fund 778076 2021-12-30
4 Vanguard Extended Market Index Fund 647608 2021-12-30
5 DFA U.S. Small Cap Value Series 494751 2022-01-30
6 First Tr Exchg Tr AlphaDEX Fd-FT Consumer Stap... 488488 2022-02-27
7 SPDR S&P Mid Cap 400 ETF Trust 418251 2022-01-30
8 IShares S&P Midcap 400 Value ETF 353867 2022-01-30
9 Vanguard Consumer Staples Index Fund 342523 2022-02-27
% Out Value
0 0.0058 39231191
1 0.0056 37876806
2 0.0051 34588061
3 0.0032 21941743
4 0.0027 18262545
5 0.0021 13838185
6 0.0020 11518547
7 0.0017 11698480
8 0.0015 9897659
9 0.0014 8076692 ]
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
beta currentRatio debtToEquity dividendRate dividendYield \
MRO 2.766666 1.112 38.48 0.32 0.0119
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MRO 3308999936 0.58921 12.321428 1785500032 0.77546
grossProfits heldPercentInstitutions industry marketCap \
MRO 4355000000 0.802 Oil & Gas E&P 18801668096
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MRO 3239000064 0.20495 0.0769 0.59 1.764964
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MRO 3.347875 0.16845 1.052 0.04117
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MRO 0.08905 1.091 7.136 Energy 778537024
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
MRO 0.93 580000000 0.794 4112000000 5616000000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 24.15 | 25.128986 | 29.471905 | 33.814823 | 26.957624 | 2.372893 | 22.211838 | 31.70341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 1.000459 | 24.15 | 490057840.234375 | 0.691969 | 0.80545 | 0.53536 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 12.692432412590874 12.658305738958342 test cv mean error, stdev (10 folds): 13.816439192514759 12.742004604225077 sell date: 2022-06-24 expected return: 0.01931126866256095 discounted return: 0.00319294870710074 quarter return: 1.340822605801948
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.221000e+09 7.213000e+09 7.201000e+09
Total Liab 6.308000e+09 6.365000e+09 7.166000e+09
Total Stockholder Equity 1.068600e+10 1.079600e+10 1.063400e+10
Other Current Liab 3.680000e+08 4.960000e+08 5.020000e+08
Total Assets 1.699400e+10 1.716100e+10 1.780000e+10
Common Stock 9.370000e+08 9.370000e+08 9.370000e+08
Other Current Assets 2.200000e+07 2.500000e+07 1.900000e+07
Retained Earnings 7.271000e+09 6.669000e+09 6.524000e+09
Other Liab 6.440000e+08 6.420000e+08 6.650000e+08
Treasury Stock -4.743000e+09 -4.023000e+09 -4.028000e+09
Other Assets 1.100000e+08 1.040000e+08 9.300000e+07
Cash 5.800000e+08 4.850000e+08 9.700000e+08
Total Current Liabilities 1.637000e+09 1.676000e+09 1.575000e+09
Short Long Term Debt 3.900000e+07 3.900000e+07 3.500000e+07
Other Stockholder Equity 8.200000e+07 8.200000e+07 7.700000e+07
Property Plant Equipment 1.458600e+10 1.484300e+10 1.511100e+10
Total Current Assets 1.821000e+09 1.655000e+09 2.075000e+09
Long Term Investments 4.770000e+08 5.590000e+08 5.210000e+08
Net Tangible Assets 1.068600e+10 1.079600e+10 1.063400e+10
Net Receivables 1.142000e+09 1.068000e+09 1.008000e+09
Long Term Debt 3.980000e+09 3.983000e+09 4.882000e+09
Inventory 7.700000e+07 7.700000e+07 7.800000e+07
Accounts Payable 1.110000e+09 1.028000e+09 9.370000e+08
2021-03-31
Capital Surplus 7.195000e+09
Total Liab 7.562000e+09
Total Stockholder Equity 1.067100e+10
Other Current Liab 3.810000e+08
Total Assets 1.823300e+10
Common Stock 9.370000e+08
Other Current Assets 2.600000e+07
Retained Earnings 6.540000e+09
Other Liab 6.950000e+08
Treasury Stock -4.001000e+09
Other Assets 9.600000e+07
Cash 1.125000e+09
Total Current Liabilities 1.899000e+09
Short Long Term Debt 5.010000e+08
Other Stockholder Equity 1.120000e+08
Property Plant Equipment 1.542500e+10
Total Current Assets 2.150000e+09
Long Term Investments 5.620000e+08
Net Tangible Assets 1.067100e+10
Net Receivables 9.210000e+08
Long Term Debt 4.910000e+09
Inventory 7.800000e+07
Accounts Payable 9.180000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.600000e+07 9.000000e+06
Change To Liabilities 1.410000e+08 1.070000e+08
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08
Total Cash From Financing Activities -7.690000e+08 -1.036000e+09
Change To Operating Activities -2.000000e+07 -7.000000e+06
Net Income 6.490000e+08 1.840000e+08
Change In Cash 9.500000e+07 -4.850000e+08
Repurchase Of Stock -7.240000e+08 -1.000000e+06
Total Cash From Operating Activities 1.146000e+09 8.160000e+08
Depreciation 4.630000e+08 5.830000e+08
Dividends Paid -4.700000e+07 -3.900000e+07
Change To Account Receivables -7.600000e+07 -6.000000e+07
Other Cashflows From Financing Activities 2.000000e+06 -9.600000e+07
Change To Netincome -1.100000e+07 8.000000e+06
Capital Expenditures -2.740000e+08 -2.890000e+08
Net Borrowings NaN -9.000000e+08
Other Cashflows From Investing Activities NaN 1.000000e+06
Change To Inventory NaN 1.000000e+06
2021-06-30 2021-03-31
Investments 6000000.0 6000000.0
Change To Liabilities 20000000.0 101000000.0
Total Cashflows From Investing Activities -256000000.0 -207000000.0
Total Cash From Financing Activities -554000000.0 -32000000.0
Change To Operating Activities 12000000.0 61000000.0
Net Income 16000000.0 97000000.0
Change In Cash -155000000.0 383000000.0
Repurchase Of Stock -1000000.0 -9000000.0
Total Cash From Operating Activities 655000000.0 622000000.0
Depreciation 600000000.0 512000000.0
Dividends Paid -32000000.0 -23000000.0
Change To Account Receivables -78000000.0 -175000000.0
Other Cashflows From Financing Activities -22000000.0 -22000000.0
Change To Netincome 85000000.0 28000000.0
Capital Expenditures -274000000.0 -209000000.0
Net Borrowings -500000000.0 -500000000.0
Other Cashflows From Investing Activities 1000000.0 -1000000.0
Change To Inventory 1000000.0 -2000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1180000000 97000000
2Q2021 1259000000 16000000
3Q2021 1439000000 184000000
4Q2021 1738000000 649000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 683000000.0 188000000.0
Minority Interest None None
Net Income 649000000.0 184000000.0
Selling General Administrative 61000000.0 70000000.0
Gross Profit 1393000000.0 1089000000.0
Ebit 755000000.0 254000000.0
Operating Income 755000000.0 254000000.0
Other Operating Expenses 94000000.0 167000000.0
Interest Expense -74000000.0 -57000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 34000000.0 4000000.0
Total Revenue 1738000000.0 1439000000.0
Total Operating Expenses 983000000.0 1185000000.0
Cost Of Revenue 345000000.0 350000000.0
Total Other Income Expense Net -72000000.0 -66000000.0
Discontinued Operations None None
Net Income From Continuing Ops 649000000.0 184000000.0
Net Income Applicable To Common Shares 649000000.0 184000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 26000000.0 107000000.0
Minority Interest None None
Net Income 16000000.0 97000000.0
Selling General Administrative 69000000.0 75000000.0
Gross Profit 966000000.0 907000000.0
Ebit 54000000.0 87000000.0
Operating Income 54000000.0 87000000.0
Other Operating Expenses 240000000.0 227000000.0
Interest Expense -59000000.0 -13000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10000000.0 10000000.0
Total Revenue 1259000000.0 1180000000.0
Total Operating Expenses 1205000000.0 1093000000.0
Cost Of Revenue 293000000.0 273000000.0
Total Other Income Expense Net -28000000.0 20000000.0
Discontinued Operations None None
Net Income From Continuing Ops 16000000.0 97000000.0
Net Income Applicable To Common Shares 16000000.0 97000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard/Windsor II 26018487 2022-01-30 0.0368
1 Select Sector SPDR Fund-Energy Select 22895120 2022-01-30 0.0324
2 Vanguard Total Stock Market Index Fund 22131478 2021-12-30 0.0313
3 Vanguard Small-Cap Index Fund 19611815 2021-12-30 0.0277
4 Vanguard 500 Index Fund 16486851 2021-12-30 0.0233
5 Vanguard Small Cap Value Index Fund 12430773 2021-12-30 0.0176
6 Fidelity Low-Priced Stock Fund 12282677 2022-02-27 0.0174
7 SPDR S&P 500 ETF Trust 8364080 2022-01-30 0.0118
8 Fidelity 500 Index Fund 7972838 2022-02-27 0.0113
9 Invesco Comstock Fd 7808667 2022-01-30 0.0110
Value
0 506579941
1 445767986
2 363398868
3 322026002
4 270714093
5 204113292
6 277097193
7 162848637
8 179867225
9 152034746 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 8.13
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile 0
militaryContract False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
beta currentRatio debtToEquity dividendRate dividendYield \
DVN 2.784803 1.376 71.922 5.08 0.0739
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
DVN 5506999808 0.41984 11.09369 2805625088 0.56522
grossProfits heldPercentInstitutions industry marketCap \
DVN 7414000000 0.86307 Oil & Gas E&P 39279542272
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
DVN 4898999808 0.25288 0.4991 0.43 4.401456
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DVN 2.994552 0.21445 1.207 0.13402
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DVN 0.45627 2.003 19.784 Energy 677000000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DVN 1.7 2099000064 3.16 6760000000 13116999680
trailingPE
DVN 28.808342
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 58.02 | 63.067854 | 72.56 | 82.052146 | 65.759365 | 6.444488 | 52.870389 | 78.648341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 1.104104 | 58.02 | 237878397.65625 | 0.701688 | 0.885466 | 0.540317 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 68.71417504199978 62.17975730670345 test cv mean error, stdev (10 folds): 74.8364635408426 61.97296178663387 sell date: 2022-08-26 expected return: 0.19567618412251 discounted return: 0.0025933841164804683 quarter return: 1.2690676450165288
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.636000e+09 8.206000e+09 8.189000e+09
Total Liab 1.162600e+10 1.199600e+10 1.153000e+10
Total Stockholder Equity 9.262000e+09 8.924000e+09 8.399000e+09
Minority Interest 1.370000e+08 1.370000e+08 1.360000e+08
Other Current Liab 2.545000e+09 2.940000e+09 2.554000e+09
Total Assets 2.102500e+10 2.105700e+10 2.006500e+10
Common Stock 6.600000e+07 6.800000e+07 6.800000e+07
Other Current Assets 5.240000e+08 4.860000e+08 5.030000e+08
Retained Earnings 1.692000e+09 7.500000e+08 2.430000e+08
Other Liab 1.805000e+09 1.743000e+09 1.698000e+09
Good Will 7.530000e+08 7.530000e+08 7.530000e+08
Treasury Stock -1.320000e+08 -1.000000e+08 -1.010000e+08
Other Assets 3.780000e+08 3.670000e+08 3.970000e+08
Cash 2.099000e+09 2.144000e+09 1.348000e+09
Total Current Liabilities 3.087000e+09 3.505000e+09 3.072000e+09
Deferred Long Term Asset Charges 7.000000e+06 NaN NaN
Other Stockholder Equity -1.320000e+08 -1.000000e+08 -1.010000e+08
Property Plant Equipment 1.524300e+10 1.532200e+10 1.544100e+10
Total Current Assets 4.249000e+09 4.227000e+09 3.076000e+09
Long Term Investments 4.020000e+08 3.880000e+08 3.980000e+08
Net Tangible Assets 8.509000e+09 8.171000e+09 7.646000e+09
Net Receivables 1.626000e+09 1.597000e+09 1.225000e+09
Long Term Debt 6.482000e+09 6.492000e+09 6.502000e+09
Accounts Payable 5.000000e+08 5.370000e+08 4.870000e+08
Short Long Term Debt NaN NaN NaN
2021-03-31
Capital Surplus 8.172000e+09
Total Liab 1.197100e+10
Total Stockholder Equity 8.353000e+09
Minority Interest 1.330000e+08
Other Current Liab 2.124000e+09
Total Assets 2.045700e+10
Common Stock 6.700000e+07
Other Current Assets 5.290000e+08
Retained Earnings 2.180000e+08
Other Liab 1.724000e+09
Good Will 7.530000e+08
Treasury Stock -1.040000e+08
Other Assets 3.060000e+08
Cash 1.683000e+09
Total Current Liabilities 2.945000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity -1.040000e+08
Property Plant Equipment 1.552900e+10
Total Current Assets 3.467000e+09
Long Term Investments 4.020000e+08
Net Tangible Assets 7.600000e+09
Net Receivables 1.255000e+09
Long Term Debt 7.042000e+09
Accounts Payable 5.640000e+08
Short Long Term Debt 2.260000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.700000e+07 9.000000e+06
Change To Liabilities -1.800000e+07 4.690000e+08
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08
Total Cash From Financing Activities -1.149000e+09 -3.370000e+08
Change To Operating Activities -2.200000e+07 -2.900000e+07
Net Income 1.506000e+09 8.380000e+08
Change In Cash -5.000000e+07 7.820000e+08
Repurchase Of Stock -5.890000e+08 -3.000000e+06
Effect Of Exchange Rate 1.000000e+06 -5.000000e+06
Total Cash From Operating Activities 1.616000e+09 1.598000e+09
Depreciation 5.850000e+08 5.790000e+08
Dividends Paid -7.300000e+07 -7.400000e+07
Change To Account Receivables -3.100000e+07 -3.320000e+08
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06
Change To Netincome -4.010000e+08 1.130000e+08
Capital Expenditures -5.150000e+08 -4.840000e+08
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments 8.000000e+06 10000000.0
Change To Liabilities 7.200000e+07 16000000.0
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0
Total Cash From Financing Activities -9.820000e+08 -824000000.0
Change To Operating Activities -7.600000e+07 -95000000.0
Net Income 2.560000e+08 213000000.0
Change In Cash -3.390000e+08 -359000000.0
Repurchase Of Stock -9.000000e+06 -33000000.0
Effect Of Exchange Rate 2.000000e+06 3000000.0
Total Cash From Operating Activities 1.093000e+09 592000000.0
Depreciation 5.360000e+08 481000000.0
Dividends Paid -7.500000e+07 -128000000.0
Change To Account Receivables -1.000000e+08 -63000000.0
Other Cashflows From Financing Activities -2.000000e+06 -28000000.0
Change To Netincome 2.840000e+08 25000000.0
Capital Expenditures -5.090000e+08 -499000000.0
Net Borrowings -7.420000e+08 -560000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 2461000000 213000000
2Q2021 2977000000 256000000
3Q2021 3625000000 838000000
4Q2021 4054000000 1506000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1662000000.0 964000000.0
Minority Interest 137000000.0 137000000.0
Net Income 1506000000.0 838000000.0
Selling General Administrative 95000000.0 95000000.0
Gross Profit 2380000000.0 2088000000.0
Ebit 1727000000.0 1068000000.0
Operating Income 1727000000.0 1068000000.0
Other Operating Expenses -24000000.0 344000000.0
Interest Expense -92000000.0 -93000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150000000.0 120000000.0
Total Revenue 4054000000.0 3625000000.0
Total Operating Expenses 2327000000.0 2557000000.0
Cost Of Revenue 1674000000.0 1537000000.0
Total Other Income Expense Net -65000000.0 -104000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1512000000.0 844000000.0
Net Income Applicable To Common Shares 1487000000.0 832000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 304000000.0 -32000000.0
Minority Interest 136000000.0 133000000.0
Net Income 256000000.0 213000000.0
Selling General Administrative 94000000.0 107000000.0
Gross Profit 1655000000.0 1291000000.0
Ebit 320000000.0 202000000.0
Operating Income 320000000.0 202000000.0
Other Operating Expenses 702000000.0 512000000.0
Interest Expense -98000000.0 -105000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 43000000.0 -248000000.0
Total Revenue 2977000000.0 2461000000.0
Total Operating Expenses 2657000000.0 2259000000.0
Cost Of Revenue 1322000000.0 1170000000.0
Total Other Income Expense Net -16000000.0 -234000000.0
Discontinued Operations None None
Net Income From Continuing Ops 261000000.0 216000000.0
Net Income Applicable To Common Shares 253000000.0 211000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 19232335 2021-12-30
1 Select Sector SPDR Fund-Energy Select 18515332 2022-01-30
2 Vanguard Mid-Cap Index Fund 15295295 2021-12-30
3 Vanguard 500 Index Fund 13333264 2021-12-30
4 Undiscovered Managers Behavioral Value Fund 7254904 2021-12-30
5 SPDR S&P 500 ETF Trust 6678214 2022-01-30
6 Fidelity 500 Index Fund 6447707 2022-02-27
7 iShares Core S&P 500 ETF 5236340 2022-01-30
8 Vanguard Index-Value Index Fund 5169015 2021-12-30
9 Victory Portfolios-Sycamore Established Value ... 5050000 2022-01-30
% Out Value
0 0.0291 847184356
1 0.0281 936320339
2 0.0232 673757744
3 0.0202 587330279
4 0.0110 319578521
5 0.0101 337717281
6 0.0098 383960951
7 0.0079 264801713
8 0.0078 227695110
9 0.0077 255378500 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.86
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile 0
militaryContract False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
beta currentRatio debtToEquity earningsGrowth ebitda \
UTHR 0.639732 8.84 19.156 7.246 959200000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
UTHR 0.54244 11.61131 514424992 0.92908 1563000000
heldPercentInstitutions industry marketCap operatingCashflow \
UTHR 0.99621 Biotechnology 10230438912 797100032
operatingMargins payoutRatio pegRatio priceToBook \
UTHR 0.51422 0 6.92 2.448979
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
UTHR 5.785466 0.38873 8.333 0.11365
returnOnEquity revenueGrowth revenuePerShare sector \
UTHR 0.18038 0.218 39.252 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
UTHR 45299500 4.37 2267699968 50.06 800000000
totalRevenue trailingPE
UTHR 1768300032 15.645306
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 219.380005 | 194.589531 | 219.462223 | 244.334915 | 195.494921 | 19.533079 | 156.428764 | 234.561078 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| UTHR | 1.481235 | 219.380005 | 8360250.78125 | 0.878858 | 0.826178 | 0.414478 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 531.9683167236265 452.06536333131106 test cv mean error, stdev (10 folds): 561.1667761631824 464.1350765775999 sell date: 2022-08-26 expected return: 0.04782932199603667 discounted return: 0.0006773410592377793 quarter return: 1.0642754964010441
['options', ('2022-08-19',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 16.62
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 83
governanceScore 7.41
environmentPercentile None
animalTesting True
tobacco False
totalEsg 25.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 45.83
peerGroup Pharmaceuticals
smallArms False
environmentScore 1.68
governancePercentile None
militaryContract False]
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 28.5 | 25.427799 | 27.012222 | 28.596646 | 26.44746 | 1.162243 | 24.122974 | 28.771947 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIVO | 0.591657 | 28.5 | 11730103.320312 | 0.878325 | 0.565494 | 0.431737 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 13.78828049725383 13.738014693840999 test cv mean error, stdev (10 folds): 15.089252687370422 13.74731059302835 sell date: 2022-09-23 expected return: 0.15053752325427533 discounted return: 0.0014467077899793512 quarter return: 1.142251064182574
['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
ROCC 2.866152 0.497 80.978 323780000 0.45632 3.112757
freeCashflow grossMargins grossProfits heldPercentInstitutions \
ROCC 111158752 0.9232 508729000 0.83062
industry marketCap operatingCashflow operatingMargins payoutRatio \
ROCC Oil & Gas E&P 800399808 390172992 0.23271 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
ROCC 0.13 2.546801 1.128053 0.06175
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
ROCC 0.404 0.08139 0.19205 1.903 39.08
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
ROCC Energy 21163400 2.3 6358000 0.3
totalDebt totalRevenue trailingPE
ROCC 525808992 709540992 16.0731
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 37.82 | 32.048974 | 43.306825 | 54.564677 | 37.893968 | 5.380754 | 27.132461 | 48.655476 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROCC | 1.213679 | 37.82 | 11962556.054688 | 0.666102 | 0.594188 | 0.577777 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 73.68165632851665 104.52540939563205 test cv mean error, stdev (10 folds): 78.01204327647841 108.68230107955519 sell date: 2022-06-24 expected return: 2.7276508304821144e-05 discounted return: 4.546033051111564e-06 quarter return: 1.0004183215621212
['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
beta currentRatio debtToEquity dividendRate dividendYield \
COP 1.350272 1.513 38.088 1.92 0.0176
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
COP 4.853 25497999360 0.46444 7.529317 10752749568
grossMargins grossProfits heldPercentInstitutions industry \
COP 0.52295 22936000000 0.81349 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
COP 121247997952 19983998976 0.33401 0.2348 0.48
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
COP 2.463471 2.208525 0.23417 1.287
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
COP 0.1295 0.27835 0.828 41.447 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
COP 1293449984 2.15 7144000000 5.523 18745999360
totalRevenue trailingPE
COP 54899998720 9.71701
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 93.739998 | 99.652102 | 112.199365 | 124.746628 | 104.355397 | 7.447422 | 89.460553 | 119.250241 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| COP | 0.95084 | 93.739998 | 189274208.203125 | 0.685759 | 0.80033 | 0.48084 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 146.57805524621241 144.15463593023645 test cv mean error, stdev (10 folds): 160.23698597176514 144.244439582369 sell date: 2022-09-23 expected return: 0.18761434275396785 discounted return: 0.0017742168152898863 quarter return: 1.1771347611364196
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.68
environmentPercentile None
animalTesting False
tobacco False
totalEsg 34.92
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 77.49
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.53
governancePercentile None
militaryContract False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
beta currentRatio debtToEquity dividendRate dividendYield \
OXY 1.955081 1.156 111.198 0.52 0.0086
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
OXY 15392000000 0.53054 6.773723 9129875456 0.64697
grossProfits heldPercentInstitutions industry marketCap \
OXY 16297000000 0.82197 Oil & Gas E&P 52182794240
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
OXY 12762999808 0.25255 0.0242 0.24 3.445545
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
OXY 1.798662 0.25314 0.844 0.05964
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
OXY 0.34101 0.577 30.999 Energy 937190976
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
OXY 2.02 1908999936 2.037 27696001024 29012000768
trailingPE
OXY 8.324114
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 55.68 | 56.839295 | 65.607143 | 74.374991 | 61.382222 | 4.693201 | 51.995819 | 70.768625 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| OXY | 1.190976 | 55.68 | 498984476.953125 | 0.71978 | 0.690434 | 0.542013 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 67.21993373712324 59.73887066111215 test cv mean error, stdev (10 folds): 72.475170600916 60.18150263676098 sell date: 2022-09-23 expected return: 0.23160518895383148 discounted return: 0.002149919628264385 quarter return: 1.21845089162151
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 12.04
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.88
environmentPercentile None
animalTesting False
tobacco False
totalEsg 43.53
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.95
peerGroup Oil & Gas Producers
smallArms False
environmentScore 24.61
governancePercentile None
militaryContract False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 93.139999 | 89.504506 | 94.30381 | 99.103114 | 92.664127 | 3.996399 | 84.671329 | 100.656925 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MGPI | 1.204144 | 93.139999 | 2319158.789062 | 0.847493 | 0.649088 | 0.471114 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 108.84844216056213 108.3305131858911 test cv mean error, stdev (10 folds): 117.69850070122239 109.76106620833859 sell date: 2022-09-16 expected return: 0.117659139799815 discounted return: 0.0012367246066797843 quarter return: 1.1204253223659248
